+1,058.0%
ADP vs CRL
+1,379.5%
-321.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.7% |
| 7D | -3.4% | -1.0% | -2.4% | -3.2% |
| 30D | +2.8% | +10.7% | -7.9% | +0.4% |
| 3M | +20.9% | +55.3% | -34.4% | +9.0% |
| 6M | +29.9% | +60.7% | -30.8% | +15.1% |
| YTD | +9.6% | +44.6% | -35.0% | -0.7% |
| 1Y | -5.3% | +77.7% | -83.0% | -18.6% |
| 3Y | +16.5% | +37.6% | -21.2% | +1.3% |
| 5Y | +49.4% | -35.8% | +85.2% | +51.8% |
| 10Y | +282.2% | +241.7% | +40.5% | +158.5% |
| All | +1,058.0% | +1,379.5% | -321.5% | +474.6% |
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