+49.1%
ADP vs CLF
-51.2%
+100.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.3% |
| 7D | +3.2% | -19.6% | +22.8% | +4.6% |
| 30D | +14.9% | -5.0% | +19.9% | +14.8% |
| 3M | +11.6% | -6.3% | +17.9% | +11.4% |
| 6M | +48.5% | +2.8% | +45.7% | +46.2% |
| YTD | +20.6% | -13.7% | +34.3% | +19.8% |
| 1Y | +23.7% | +13.6% | +10.1% | +19.6% |
| 3Y | +47.8% | -34.0% | +81.8% | +46.4% |
| All | +49.1% | -51.2% | +100.3% | +48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling