-0.4%
CLSK vs ADP
+45.3%
-45.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -4.1% |
| 7D | +1.7% | -5.7% | +7.5% | +5.5% |
| 30D | +11.1% | -1.4% | +12.5% | +11.4% |
| 3M | -14.1% | +16.6% | -30.6% | -27.1% |
| 6M | +32.9% | +24.9% | +8.0% | +3.1% |
| YTD | +26.5% | +5.6% | +20.9% | +15.3% |
| 1Y | +27.6% | -6.0% | +33.6% | +32.1% |
| 3Y | +190.9% | +14.5% | +176.5% | +129.9% |
| 5Y | -0.4% | +47.9% | -48.3% | -46.8% |
| All | -0.4% | +45.3% | -45.7% | -46.8% |
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