+49.1%
ADP vs CLX
-26.4%
+75.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | +3.2% | +13.6% | -10.4% | +0.5% |
| 30D | +14.9% | +23.4% | -8.5% | +9.9% |
| 3M | +11.6% | -2.8% | +14.5% | +12.0% |
| 6M | +48.5% | +14.0% | +34.5% | +44.0% |
| YTD | +20.6% | +4.2% | +16.4% | +17.8% |
| 1Y | +23.7% | -1.2% | +24.9% | +22.3% |
| 3Y | +47.8% | -12.7% | +60.5% | +49.5% |
| All | +49.1% | -26.4% | +75.5% | +57.3% |
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