+1,763.7%
CLS vs ADM
+24.5%
+1,739.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -22.2% | -9.0% | -13.1% | -21.5% |
| 30D | -44.4% | -14.0% | -30.4% | -43.6% |
| 3M | -34.3% | -9.2% | -25.1% | -33.9% |
| 6M | -50.1% | -9.2% | -40.9% | -49.7% |
| YTD | -30.1% | +24.2% | -54.3% | -32.2% |
| 1Y | -39.3% | +27.0% | -66.3% | -41.5% |
| 3Y | +732.7% | +6.6% | +726.1% | +729.1% |
| All | +1,763.7% | +24.5% | +1,739.2% | +1,458.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling