+319.9%
ADP vs CLX
+32.0%
+287.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.4% |
| 7D | +2.2% | +9.5% | -7.3% | +0.1% |
| 30D | +10.6% | +30.7% | -20.1% | +4.1% |
| 3M | +12.9% | +4.2% | +8.7% | +11.6% |
| 6M | +50.6% | +22.1% | +28.5% | +43.5% |
| YTD | +23.2% | +14.1% | +9.1% | +18.0% |
| 1Y | +25.3% | +10.3% | +14.9% | +20.9% |
| 3Y | +47.1% | -7.8% | +54.9% | +47.1% |
| 5Y | +50.1% | -20.8% | +70.9% | +52.8% |
| All | +319.9% | +32.0% | +287.9% | +269.5% |
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