+3,269.5%
CLS vs ADP
+49.8%
+3,219.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.2% |
| 7D | +4.6% | -3.4% | +8.0% | +5.3% |
| 30D | -13.9% | +2.8% | -16.7% | -14.4% |
| 3M | -26.6% | +20.9% | -47.5% | -30.4% |
| 6M | +15.4% | +29.9% | -14.5% | +6.3% |
| YTD | +5.7% | +9.6% | -4.0% | +3.8% |
| 1Y | +41.1% | -5.3% | +46.4% | +47.6% |
| 3Y | +1,228.6% | +16.5% | +1,212.1% | +1,130.9% |
| All | +3,269.5% | +49.8% | +3,219.7% | +2,430.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling