+46.7%
ADP vs CLX
-36.6%
+83.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.1% | -0.6% |
| 7D | -5.7% | -4.9% | -0.7% | -4.7% |
| 30D | -3.1% | -15.8% | +12.7% | +0.3% |
| 3M | +15.6% | -7.9% | +23.5% | +17.4% |
| 6M | +20.8% | -19.0% | +39.8% | +25.7% |
| YTD | +4.7% | -7.9% | +12.7% | +5.2% |
| 1Y | -8.3% | -25.4% | +17.1% | -3.2% |
| 3Y | +13.6% | -35.0% | +48.6% | +22.5% |
| All | +46.7% | -36.6% | +83.3% | +56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling