+26.3%
ADM vs CCEP
+148.1%
-121.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -9.0% | +2.6% | -11.6% | -9.5% |
| 30D | -14.0% | +15.1% | -29.1% | -16.5% |
| 3M | -9.2% | +7.3% | -16.4% | -10.6% |
| 6M | -9.2% | +23.4% | -32.6% | -13.7% |
| YTD | +24.2% | +29.4% | -5.2% | +16.1% |
| 1Y | +27.0% | +34.2% | -7.3% | +17.6% |
| 3Y | +6.6% | +108.4% | -101.7% | -11.7% |
| All | +26.3% | +148.1% | -121.8% | +0.5% |
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