+317.2%
ADP vs CCEP
+336.4%
-19.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | +0.3% | -0.3% | +0.6% | +0.4% |
| 30D | +11.6% | +11.0% | +0.6% | +7.2% |
| 3M | +15.1% | +9.2% | +5.9% | +11.2% |
| 6M | +46.0% | +27.2% | +18.9% | +33.0% |
| YTD | +22.4% | +30.3% | -7.9% | +9.3% |
| 1Y | +24.5% | +28.7% | -4.2% | +11.7% |
| 3Y | +44.8% | +109.4% | -64.6% | +5.3% |
| 5Y | +49.1% | +144.1% | -95.0% | -0.4% |
| All | +317.2% | +336.4% | -19.3% | +129.8% |
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