+2,104.6%
CLS vs ADP
+1,812.2%
+292.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.2% |
| 7D | -22.2% | +3.2% | -25.4% | -23.8% |
| 30D | -44.4% | +14.9% | -59.3% | -49.3% |
| 3M | -34.3% | +11.6% | -45.9% | -39.6% |
| 6M | -50.1% | +48.5% | -98.5% | -62.1% |
| YTD | -30.1% | +20.6% | -50.7% | -41.2% |
| 1Y | -39.3% | +23.7% | -63.0% | -50.0% |
| 3Y | +732.7% | +47.8% | +684.9% | +501.2% |
| 5Y | +1,777.2% | +47.7% | +1,729.5% | +1,230.5% |
| 10Y | +1,645.6% | +324.0% | +1,321.7% | +512.8% |
| All | +2,104.6% | +1,812.2% | +292.3% | +169.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling