+1,929.4%
CLS vs ADP
+319.4%
+1,610.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.3% | +8.2% | +8.4% |
| 7D | +2.8% | +0.9% | +1.8% | +2.3% |
| 30D | -30.1% | +11.9% | -42.0% | -33.7% |
| 3M | -21.7% | +13.7% | -35.5% | -26.7% |
| 6M | -36.2% | +46.8% | -83.0% | -47.7% |
| YTD | -17.8% | +21.8% | -39.6% | -27.2% |
| 1Y | -26.8% | +23.5% | -50.3% | -35.8% |
| 3Y | +853.4% | +44.1% | +809.3% | +648.3% |
| 5Y | +2,005.0% | +49.9% | +1,955.2% | +1,488.4% |
| 10Y | +1,929.4% | +318.8% | +1,610.6% | +976.9% |
| All | +1,929.4% | +319.4% | +1,610.0% | +976.9% |
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