+3,231.7%
CLS vs ADP
+1,638.9%
+1,592.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +2.0% |
| 7D | +4.6% | -3.4% | +8.0% | +6.7% |
| 30D | -13.9% | +2.8% | -16.7% | -15.5% |
| 3M | -26.6% | +20.9% | -47.5% | -35.7% |
| 6M | +15.4% | +29.9% | -14.5% | -4.8% |
| YTD | +5.7% | +9.6% | -4.0% | -4.4% |
| 1Y | +41.1% | -5.3% | +46.4% | +37.8% |
| 3Y | +1,228.6% | +16.5% | +1,212.1% | +1,023.6% |
| 5Y | +3,240.6% | +49.4% | +3,191.2% | +2,281.7% |
| 10Y | +2,760.3% | +282.2% | +2,478.2% | +984.7% |
| All | +3,231.7% | +1,638.9% | +1,592.8% | +337.6% |
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