+183.7%
ADP vs CLBK
+67.9%
+115.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -3.4% | +1.2% | -4.6% | -3.8% |
| 30D | +2.8% | +9.1% | -6.3% | 0.0% |
| 3M | +20.9% | +27.7% | -6.8% | +11.9% |
| 6M | +29.9% | +40.8% | -11.0% | +16.4% |
| YTD | +9.6% | +66.4% | -56.7% | -7.0% |
| 1Y | -5.3% | +72.4% | -77.6% | -20.8% |
| 3Y | +16.5% | +50.7% | -34.2% | -1.8% |
| 5Y | +49.4% | +42.9% | +6.5% | +19.7% |
| All | +183.7% | +67.9% | +115.8% | +106.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling