-41.0%
CCL vs ADP
+269.5%
-310.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | +1.6% |
| 7D | -0.1% | -5.5% | +5.3% | +4.5% |
| 30D | -20.0% | -1.2% | -18.7% | -19.5% |
| 3M | -13.7% | +17.9% | -31.5% | -26.1% |
| 6M | -9.0% | +20.3% | -29.3% | -25.2% |
| YTD | -22.8% | +5.8% | -28.6% | -29.3% |
| 1Y | -25.3% | -7.7% | -17.6% | -22.6% |
| 3Y | +54.1% | +14.7% | +39.3% | +28.2% |
| 5Y | +3.5% | +45.8% | -42.3% | -31.4% |
| 10Y | -41.0% | +270.5% | -311.5% | -75.0% |
| All | -41.0% | +269.5% | -310.5% | -75.0% |
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