+1,763.7%
CLS vs ADP
+47.3%
+1,716.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | -22.2% | +3.2% | -25.4% | -22.4% |
| 30D | -44.4% | +14.9% | -59.3% | -45.6% |
| 3M | -34.3% | +11.6% | -45.9% | -35.5% |
| 6M | -50.1% | +48.5% | -98.5% | -55.1% |
| YTD | -30.1% | +20.6% | -50.7% | -32.3% |
| 1Y | -39.3% | +23.7% | -63.0% | -42.2% |
| 3Y | +732.7% | +47.8% | +684.9% | +600.6% |
| All | +1,763.7% | +47.3% | +1,716.3% | +1,444.3% |
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 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