-50.1%
CLS vs ADP
+47.6%
-97.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | -0.9% |
| 7D | -22.2% | +3.2% | -25.4% | -18.8% |
| 30D | -44.4% | +14.9% | -59.3% | -35.1% |
| 3M | -34.3% | +11.6% | -45.9% | -24.7% |
| 6M | -50.1% | +48.5% | -98.5% | -32.4% |
| All | -50.1% | +47.6% | -97.7% | -32.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling