+10,816.5%
ADP vs CCEP
+6,869.6%
+3,946.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -1.4% |
| 7D | -3.4% | -3.1% | -0.4% | -2.7% |
| 30D | +2.8% | -2.6% | +5.4% | +3.4% |
| 3M | +20.9% | +14.9% | +6.0% | +17.0% |
| 6M | +29.9% | +2.3% | +27.6% | +28.7% |
| YTD | +9.6% | +17.8% | -8.2% | +4.9% |
| 1Y | -5.3% | +24.2% | -29.5% | -10.5% |
| 3Y | +16.5% | +84.7% | -68.2% | -0.4% |
| 5Y | +49.4% | +103.2% | -53.8% | +23.7% |
| 10Y | +282.2% | +257.4% | +24.8% | +175.1% |
| All | +10,816.5% | +6,869.6% | +3,946.9% | +4,050.7% |
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