+48.5%
ADP vs CRL
+80.3%
-31.8%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.8% | -9.1% | -1.0% |
| 7D | +3.2% | -6.1% | +9.3% | +3.2% |
| 30D | +14.9% | +12.4% | +2.5% | +14.0% |
| 3M | +11.6% | +27.1% | -15.5% | +10.3% |
| 6M | +48.5% | +85.7% | -37.3% | +43.8% |
| All | +48.5% | +80.3% | -31.8% | +43.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling