+25.4%
ADM vs CCEP
+147.2%
-121.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.4% |
| 7D | +4.2% | +2.1% | +2.1% | +3.7% |
| 30D | -12.8% | +10.6% | -23.4% | -14.7% |
| 3M | -8.5% | +10.3% | -18.8% | -10.5% |
| 6M | -10.9% | +31.1% | -42.0% | -16.6% |
| YTD | +29.4% | +32.1% | -2.7% | +20.4% |
| 1Y | +27.5% | +32.8% | -5.3% | +18.5% |
| 3Y | +10.3% | +111.3% | -101.0% | -9.0% |
| All | +25.4% | +147.2% | -121.8% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling