+270.5%
ADP vs CRL
+241.6%
+28.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.7% | -0.8% | -2.8% |
| 7D | -5.5% | -0.6% | -4.9% | -5.3% |
| 30D | -1.2% | +5.0% | -6.2% | -2.5% |
| 3M | +17.9% | +50.6% | -32.7% | +5.2% |
| 6M | +20.3% | +60.9% | -40.6% | +4.4% |
| YTD | +5.8% | +40.7% | -34.9% | -5.1% |
| 1Y | -7.7% | +73.3% | -81.0% | -22.4% |
| 3Y | +14.7% | +40.6% | -25.8% | -3.7% |
| 5Y | +45.8% | -37.0% | +82.8% | +59.7% |
| 10Y | +270.5% | +244.3% | +26.2% | +115.5% |
| All | +270.5% | +241.6% | +28.9% | +115.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CRL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling