+313.7%
ADP vs CLF
+92.7%
+221.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.0% | -7.4% | -1.2% |
| 7D | +1.1% | -14.1% | +15.2% | +2.6% |
| 30D | +11.5% | -5.5% | +17.1% | +11.6% |
| 3M | +12.0% | 0.0% | +12.0% | +11.0% |
| 6M | +43.8% | +11.3% | +32.6% | +39.3% |
| YTD | +20.1% | -7.7% | +27.7% | +17.8% |
| 1Y | +22.3% | +17.5% | +4.8% | +16.1% |
| 3Y | +43.3% | -25.4% | +68.7% | +37.3% |
| 5Y | +47.3% | -46.0% | +93.3% | +43.0% |
| 10Y | +313.7% | +80.1% | +233.6% | +188.5% |
| All | +313.7% | +92.7% | +221.0% | +188.5% |
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