+126.6%
ADM vs CCEP
+342.6%
-215.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.3% |
| 7D | +4.2% | +2.1% | +2.1% | +3.5% |
| 30D | -12.8% | +10.6% | -23.4% | -15.7% |
| 3M | -8.5% | +10.3% | -18.8% | -11.5% |
| 6M | -10.9% | +31.1% | -42.0% | -19.0% |
| YTD | +29.4% | +32.1% | -2.7% | +16.7% |
| 1Y | +27.5% | +32.8% | -5.3% | +14.8% |
| 3Y | +10.3% | +111.3% | -101.0% | -16.4% |
| 5Y | +27.4% | +147.5% | -120.1% | -10.5% |
| All | +126.6% | +342.6% | -215.9% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 10y: compounded portfolio wealth divided by compounded CCEP 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…
10y analysis · Full analysis span regression · 6 months rolling