+316.8%
ADP vs CCEP
+301.0%
+15.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | +3.2% | +2.6% | +0.7% | +2.2% |
| 30D | +14.9% | +15.1% | -0.2% | +9.0% |
| 3M | +11.6% | +7.3% | +4.3% | +8.6% |
| 6M | +48.5% | +23.4% | +25.0% | +36.9% |
| YTD | +20.6% | +29.4% | -8.8% | +8.1% |
| 1Y | +23.7% | +34.2% | -10.5% | +9.3% |
| 3Y | +47.8% | +108.4% | -60.6% | +8.2% |
| 5Y | +47.7% | +147.3% | -99.5% | -1.3% |
| All | +316.8% | +301.0% | +15.8% | +133.8% |
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