+3,231.7%
CLS vs ADM
+897.2%
+2,334.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +4.6% | +3.8% | +0.8% | +3.2% |
| 30D | -13.9% | +9.8% | -23.7% | -16.8% |
| 3M | -26.6% | +2.1% | -28.7% | -27.3% |
| 6M | +15.4% | +27.5% | -12.1% | +5.6% |
| YTD | +5.7% | +50.2% | -44.5% | -8.8% |
| 1Y | +41.1% | +40.6% | +0.5% | +23.6% |
| 3Y | +1,228.6% | +17.2% | +1,211.4% | +1,083.7% |
| 5Y | +3,240.6% | +61.9% | +3,178.8% | +2,505.3% |
| 10Y | +2,760.3% | +159.3% | +2,601.1% | +1,788.4% |
| All | +3,231.7% | +897.2% | +2,334.5% | +1,424.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling