+1,173.4%
ADP vs CRL
+1,630.9%
-457.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.8% | -9.1% | -2.9% |
| 7D | +3.2% | -6.1% | +9.3% | +4.3% |
| 30D | +14.9% | +12.4% | +2.5% | +11.3% |
| 3M | +11.6% | +27.1% | -15.5% | +4.9% |
| 6M | +48.5% | +85.7% | -37.3% | +27.3% |
| YTD | +20.6% | +69.2% | -48.6% | +4.6% |
| 1Y | +23.7% | +97.5% | -73.8% | +3.5% |
| 3Y | +47.8% | +86.1% | -38.3% | +19.0% |
| 5Y | +47.7% | -10.0% | +57.8% | +38.1% |
| 10Y | +324.0% | +395.0% | -71.0% | +164.0% |
| All | +1,173.4% | +1,630.9% | -457.5% | +505.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling