+1,751.5%
CLS vs ADP
+327.9%
+1,423.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.4% | +8.3% | +8.0% |
| 7D | -10.6% | +1.1% | -11.7% | -11.1% |
| 30D | -38.4% | +11.5% | -50.0% | -41.6% |
| 3M | -29.9% | +12.0% | -41.9% | -33.9% |
| 6M | -40.6% | +43.8% | -84.4% | -51.0% |
| YTD | -24.6% | +20.1% | -44.6% | -32.8% |
| 1Y | -30.8% | +22.3% | -53.1% | -39.2% |
| 3Y | +811.7% | +43.3% | +768.5% | +615.8% |
| 5Y | +1,838.4% | +47.3% | +1,791.1% | +1,372.4% |
| 10Y | +1,751.5% | +313.7% | +1,437.8% | +884.3% |
| All | +1,751.5% | +327.9% | +1,423.6% | +884.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling