+18.5%
ADP vs CLX
-32.3%
+50.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.9% |
| 7D | -3.4% | -9.2% | +5.8% | -1.8% |
| 30D | +2.8% | -11.0% | +13.8% | +4.9% |
| 3M | +20.9% | +5.0% | +15.9% | +20.0% |
| 6M | +29.9% | -18.8% | +48.7% | +35.0% |
| YTD | +9.6% | -4.4% | +14.0% | +8.7% |
| 1Y | -5.3% | -21.9% | +16.6% | -1.2% |
| All | +18.5% | -32.3% | +50.8% | +20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling