+1,980.9%
CLS vs ADP
+49.5%
+1,931.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.0% | -5.4% |
| 7D | +16.3% | +2.2% | +14.1% | +16.1% |
| 30D | -25.7% | +10.6% | -36.2% | -26.7% |
| 3M | -30.9% | +12.9% | -43.8% | -32.2% |
| 6M | -35.5% | +50.6% | -86.1% | -41.8% |
| YTD | -18.7% | +23.2% | -41.9% | -21.4% |
| 1Y | -17.9% | +25.3% | -43.2% | -21.5% |
| 3Y | +838.1% | +47.1% | +791.0% | +699.8% |
| All | +1,980.9% | +49.5% | +1,931.4% | +1,654.7% |
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