+2,104.6%
CLS vs ADM
+724.7%
+1,379.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | -22.2% | -9.0% | -13.1% | -19.8% |
| 30D | -44.4% | -14.0% | -30.4% | -41.7% |
| 3M | -34.3% | -9.2% | -25.1% | -32.8% |
| 6M | -50.1% | -9.2% | -40.9% | -48.9% |
| YTD | -30.1% | +24.2% | -54.3% | -36.1% |
| 1Y | -39.3% | +27.0% | -66.3% | -45.2% |
| 3Y | +732.7% | +6.6% | +726.1% | +660.0% |
| 5Y | +1,777.2% | +25.0% | +1,752.2% | +1,494.2% |
| 10Y | +1,645.6% | +100.2% | +1,545.4% | +1,148.7% |
| All | +2,104.6% | +724.7% | +1,379.9% | +968.6% |
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