+10,816.5%
ADP vs CLF
+714.0%
+10,102.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.9% | -2.3% |
| 7D | -3.4% | +7.6% | -11.0% | -4.3% |
| 30D | +2.8% | -1.2% | +4.0% | +2.8% |
| 3M | +20.9% | -13.4% | +34.3% | +21.9% |
| 6M | +29.9% | +15.4% | +14.5% | +26.0% |
| YTD | +9.6% | -5.9% | +15.5% | +8.2% |
| 1Y | -5.3% | +18.8% | -24.1% | -10.0% |
| 3Y | +16.5% | -19.4% | +35.9% | +11.4% |
| 5Y | +49.4% | -47.7% | +97.1% | +46.1% |
| 10Y | +282.2% | +130.4% | +151.8% | +184.2% |
| All | +10,816.5% | +714.0% | +10,102.5% | +4,614.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling