+11,904.6%
ADP vs CCEP
+7,553.0%
+4,351.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | +3.2% | +2.6% | +0.7% | +2.6% |
| 30D | +14.9% | +15.1% | -0.2% | +11.2% |
| 3M | +11.6% | +7.3% | +4.3% | +9.7% |
| 6M | +48.5% | +23.4% | +25.0% | +41.2% |
| YTD | +20.6% | +29.4% | -8.8% | +12.8% |
| 1Y | +23.7% | +34.2% | -10.5% | +14.7% |
| 3Y | +47.8% | +108.4% | -60.6% | +23.0% |
| 5Y | +47.7% | +147.3% | -99.5% | +17.0% |
| 10Y | +324.0% | +301.3% | +22.6% | +197.2% |
| All | +11,904.6% | +7,553.0% | +4,351.6% | +4,364.4% |
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