+11,904.6%
ADP vs CLF
+646.3%
+11,258.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.4% |
| 7D | +3.2% | -19.6% | +22.8% | +5.5% |
| 30D | +14.9% | -5.0% | +19.9% | +14.9% |
| 3M | +11.6% | -6.3% | +17.9% | +11.5% |
| 6M | +48.5% | +2.8% | +45.7% | +45.4% |
| YTD | +20.6% | -13.7% | +34.3% | +19.3% |
| 1Y | +23.7% | +13.6% | +10.1% | +18.4% |
| 3Y | +47.8% | -34.0% | +81.8% | +43.9% |
| 5Y | +47.7% | -48.7% | +96.5% | +44.1% |
| 10Y | +324.0% | +113.4% | +210.5% | +217.0% |
| All | +11,904.6% | +646.3% | +11,258.3% | +5,097.4% |
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 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