+2,944.0%
CLS vs ADM
+158.6%
+2,785.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.1% | +5.8% | +5.7% |
| 7D | +12.8% | -0.1% | +12.8% | +12.7% |
| 30D | +3.8% | +11.0% | -7.2% | -0.6% |
| 3M | -14.6% | +6.0% | -20.6% | -16.9% |
| 6M | +32.2% | +26.9% | +5.3% | +19.7% |
| YTD | +11.6% | +50.0% | -38.4% | -5.8% |
| 1Y | +35.1% | +39.6% | -4.5% | +16.2% |
| 3Y | +1,312.5% | +18.5% | +1,294.0% | +1,160.0% |
| 5Y | +3,542.1% | +62.6% | +3,479.5% | +2,408.3% |
| 10Y | +2,944.0% | +162.4% | +2,781.6% | +1,376.8% |
| All | +2,944.0% | +158.6% | +2,785.4% | +1,376.8% |
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