+279.0%
ADP vs CLX
-3.8%
+282.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.1% | -0.6% |
| 7D | -5.7% | -4.9% | -0.7% | -4.6% |
| 30D | -3.1% | -15.8% | +12.7% | +0.6% |
| 3M | +15.6% | -7.9% | +23.5% | +17.5% |
| 6M | +20.8% | -19.0% | +39.8% | +25.9% |
| YTD | +4.7% | -7.9% | +12.7% | +5.4% |
| 1Y | -8.3% | -25.4% | +17.1% | -3.0% |
| 3Y | +13.6% | -35.0% | +48.6% | +22.9% |
| 5Y | +45.0% | -36.8% | +81.8% | +55.4% |
| 10Y | +279.0% | -1.4% | +280.4% | +262.8% |
| All | +279.0% | -3.8% | +282.8% | +262.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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