+318.8%
ADP vs CLF
+83.8%
+235.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | +0.1% |
| 7D | +0.9% | +2.3% | -1.4% | +0.5% |
| 30D | +11.9% | +1.9% | +9.9% | +11.0% |
| 3M | +13.7% | +5.9% | +7.9% | +12.0% |
| 6M | +46.8% | +16.9% | +29.9% | +41.4% |
| YTD | +21.8% | -1.1% | +22.8% | +18.6% |
| 1Y | +23.5% | +28.8% | -5.3% | +16.0% |
| 3Y | +44.1% | -20.6% | +64.7% | +37.1% |
| 5Y | +49.9% | -41.5% | +91.4% | +44.1% |
| 10Y | +318.8% | +87.5% | +231.2% | +189.4% |
| All | +318.8% | +83.8% | +235.0% | +189.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 10y: compounded portfolio wealth divided by compounded CLF 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…
10y analysis · Full analysis span regression · 6 months rolling