+1,561.3%
ADM vs CCEP
+7,553.0%
-5,991.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -9.0% | +2.6% | -11.6% | -9.6% |
| 30D | -14.0% | +15.1% | -29.1% | -17.1% |
| 3M | -9.2% | +7.3% | -16.4% | -11.0% |
| 6M | -9.2% | +23.4% | -32.6% | -14.4% |
| YTD | +24.2% | +29.4% | -5.2% | +15.3% |
| 1Y | +27.0% | +34.2% | -7.3% | +16.7% |
| 3Y | +6.6% | +108.4% | -101.7% | -13.1% |
| 5Y | +25.0% | +147.3% | -122.3% | -3.9% |
| 10Y | +100.2% | +301.3% | -201.1% | +33.0% |
| All | +1,561.3% | +7,553.0% | -5,991.7% | +454.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling