+25.3%
ADP vs CLBK
+63.8%
-38.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | +2.2% | +0.9% | +1.3% | +2.0% |
| 30D | +10.6% | +3.4% | +7.2% | +9.8% |
| 3M | +12.9% | -4.3% | +17.2% | +13.5% |
| 6M | +50.6% | +28.4% | +22.3% | +43.0% |
| YTD | +23.2% | +59.4% | -36.2% | +12.0% |
| 1Y | +25.3% | +64.8% | -39.6% | +13.0% |
| All | +25.3% | +63.8% | -38.6% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CLBK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling