+47.3%
ADP vs CLBK
+28.0%
+19.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.8% |
| 7D | +1.1% | +1.8% | -0.7% | +0.8% |
| 30D | +11.5% | +5.1% | +6.4% | +10.6% |
| 3M | +12.0% | +5.2% | +6.9% | +11.0% |
| 6M | +43.8% | +28.6% | +15.2% | +37.6% |
| YTD | +20.1% | +61.4% | -41.3% | +10.4% |
| 1Y | +22.3% | +64.7% | -42.4% | +12.0% |
| 3Y | +43.3% | +55.1% | -11.8% | +30.4% |
| 5Y | +47.3% | +28.4% | +19.0% | +34.2% |
| All | +47.3% | +28.0% | +19.3% | +34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling