+2,029.3%
CLS vs ADM
+127.5%
+1,901.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.5% |
| 7D | +23.5% | +0.7% | +22.8% | +23.3% |
| 30D | -28.9% | -14.7% | -14.2% | -24.9% |
| 3M | -25.2% | -10.4% | -14.7% | -22.8% |
| 6M | -32.1% | -10.9% | -21.1% | -29.9% |
| YTD | -14.1% | +26.0% | -40.1% | -23.2% |
| 1Y | -24.1% | +26.5% | -50.6% | -32.5% |
| 3Y | +897.0% | +8.2% | +888.8% | +797.6% |
| 5Y | +2,089.9% | +24.0% | +2,065.9% | +1,604.9% |
| All | +2,029.3% | +127.5% | +1,901.8% | +1,006.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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