-29.6%
CLS vs ADP
+20.3%
-49.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +2.5% | -11.6% | -6.9% |
| 7D | -21.1% | +6.4% | -27.5% | -16.7% |
| 30D | -38.2% | +16.6% | -54.9% | -30.0% |
| 3M | -36.3% | +12.9% | -49.2% | -28.9% |
| 6M | -43.8% | +45.7% | -89.5% | -26.8% |
| YTD | -20.0% | +20.6% | -40.7% | -12.0% |
| 1Y | -29.6% | +20.5% | -50.1% | -22.8% |
| All | -29.6% | +20.3% | -49.9% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 1y: compounded portfolio wealth divided by compounded ADP 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…
1y analysis · Full analysis span regression · 6 months rolling