+11,904.6%
ADP vs CLX
+2,609.7%
+9,294.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | +3.2% | +13.6% | -10.4% | -0.2% |
| 30D | +14.9% | +23.4% | -8.5% | +8.7% |
| 3M | +11.6% | -2.8% | +14.5% | +12.2% |
| 6M | +48.5% | +14.0% | +34.5% | +42.7% |
| YTD | +20.6% | +4.2% | +16.4% | +17.6% |
| 1Y | +23.7% | -1.2% | +24.9% | +22.3% |
| 3Y | +47.8% | -12.7% | +60.5% | +49.7% |
| 5Y | +47.7% | -26.5% | +74.2% | +53.9% |
| 10Y | +324.0% | +20.2% | +303.7% | +272.7% |
| All | +11,904.6% | +2,609.7% | +9,294.9% | +4,121.6% |
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