+313.7%
ADP vs CRL
+400.8%
-87.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.1% | -1.6% |
| 7D | +1.1% | +4.4% | -3.3% | -0.3% |
| 30D | +11.5% | +17.1% | -5.6% | +6.3% |
| 3M | +12.0% | +32.1% | -20.1% | +3.2% |
| 6M | +43.8% | +98.9% | -55.1% | +17.9% |
| YTD | +20.1% | +77.1% | -57.1% | +0.5% |
| 1Y | +22.3% | +110.3% | -88.0% | -2.6% |
| 3Y | +43.3% | +108.5% | -65.2% | +5.9% |
| 5Y | +47.3% | -7.9% | +55.2% | +42.9% |
| 10Y | +313.7% | +368.9% | -55.2% | +121.0% |
| All | +313.7% | +400.8% | -87.1% | +121.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling