+11,987.3%
ADP vs CLX
+2,789.7%
+9,197.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.9% |
| 7D | +3.2% | +13.6% | -10.5% | -0.3% |
| 30D | +12.8% | +29.1% | -16.3% | +5.3% |
| 3M | +12.3% | +1.6% | +10.7% | +11.6% |
| 6M | +45.4% | +18.7% | +26.7% | +38.2% |
| YTD | +21.4% | +11.1% | +10.3% | +16.4% |
| 1Y | +23.7% | +7.0% | +16.7% | +19.7% |
| 3Y | +43.6% | -10.0% | +53.6% | +44.3% |
| 5Y | +48.7% | -22.6% | +71.3% | +52.8% |
| 10Y | +316.1% | +29.3% | +286.7% | +258.6% |
| All | +11,987.3% | +2,789.7% | +9,197.6% | +4,077.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling