+1,751.5%
CLS vs ADM
+100.2%
+1,651.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.2% | +8.0% | +7.9% |
| 7D | -10.6% | -7.8% | -2.7% | -8.1% |
| 30D | -38.4% | -12.6% | -25.9% | -35.6% |
| 3M | -29.9% | -8.2% | -21.6% | -28.4% |
| 6M | -40.6% | -8.9% | -31.7% | -39.3% |
| YTD | -24.6% | +24.0% | -48.6% | -32.2% |
| 1Y | -30.8% | +26.2% | -56.9% | -38.5% |
| 3Y | +811.7% | +7.0% | +804.7% | +723.8% |
| 5Y | +1,838.4% | +24.9% | +1,813.6% | +1,400.5% |
| 10Y | +1,751.5% | +102.6% | +1,648.9% | +874.8% |
| All | +1,751.5% | +100.2% | +1,651.3% | +874.8% |
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