+48.7%
ADP vs CCEP
+147.2%
-98.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.2% |
| 7D | +2.2% | +2.1% | +0.1% | +1.5% |
| 30D | +10.6% | +10.6% | 0.0% | +7.3% |
| 3M | +12.9% | +10.3% | +2.6% | +9.6% |
| 6M | +50.6% | +31.1% | +19.6% | +39.3% |
| YTD | +23.2% | +32.1% | -8.9% | +12.4% |
| 1Y | +25.3% | +32.8% | -7.6% | +14.0% |
| 3Y | +47.1% | +111.3% | -64.2% | +13.8% |
| All | +48.7% | +147.2% | -98.5% | +6.0% |
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