-28.5%
CCL vs ADP
+327.9%
-356.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.5% |
| 7D | +3.1% | +1.1% | +2.0% | +2.1% |
| 30D | +17.5% | +11.5% | +6.0% | +6.9% |
| 3M | +6.8% | +12.0% | -5.2% | -3.8% |
| 6M | +18.7% | +43.8% | -25.1% | -15.4% |
| YTD | +3.0% | +20.1% | -17.0% | -15.6% |
| 1Y | +17.7% | +22.3% | -4.6% | -5.2% |
| 3Y | +155.6% | +43.3% | +112.3% | +74.3% |
| 5Y | +30.2% | +47.3% | -17.2% | -13.9% |
| 10Y | -28.5% | +313.7% | -342.2% | -74.5% |
| All | -28.5% | +327.9% | -356.3% | -74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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