+48.7%
ADP vs CLF
-42.3%
+91.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.9% | -3.8% | +0.8% |
| 7D | +3.2% | -9.1% | +12.2% | +3.7% |
| 30D | +12.8% | -0.9% | +13.7% | +12.4% |
| 3M | +12.3% | +3.0% | +9.4% | +11.5% |
| 6M | +45.4% | +16.7% | +28.7% | +42.0% |
| YTD | +21.4% | -3.2% | +24.6% | +19.7% |
| 1Y | +23.7% | +24.6% | -0.9% | +18.9% |
| 3Y | +43.6% | -22.3% | +65.9% | +40.1% |
| 5Y | +48.7% | -41.2% | +89.9% | +46.1% |
| All | +48.7% | -42.3% | +91.0% | +46.1% |
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