+10,816.5%
ADP vs CLX
+2,386.6%
+8,429.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.7% |
| 7D | -3.4% | -9.2% | +5.8% | -1.0% |
| 30D | +2.8% | -11.0% | +13.8% | +5.9% |
| 3M | +20.9% | +5.0% | +15.9% | +19.1% |
| 6M | +29.9% | -18.8% | +48.7% | +36.0% |
| YTD | +9.6% | -4.4% | +14.0% | +9.6% |
| 1Y | -5.3% | -21.9% | +16.6% | -0.2% |
| 3Y | +16.5% | -32.8% | +49.2% | +26.5% |
| 5Y | +49.4% | -34.6% | +84.0% | +60.6% |
| 10Y | +282.2% | -4.7% | +286.9% | +258.3% |
| All | +10,816.5% | +2,386.6% | +8,429.9% | +3,832.4% |
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 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