+133.6%
CCL vs ADP
+46.4%
+87.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.0% | -0.6% |
| 7D | -1.2% | +2.2% | -3.4% | -1.9% |
| 30D | +13.1% | +10.6% | +2.6% | +9.2% |
| 3M | +3.4% | +12.9% | -9.5% | -1.1% |
| 6M | +18.7% | +50.6% | -31.9% | +0.6% |
| YTD | -2.3% | +23.2% | -25.4% | -5.9% |
| 1Y | +14.2% | +25.3% | -11.1% | +8.5% |
| 3Y | +133.6% | +47.1% | +86.5% | +128.2% |
| All | +133.6% | +46.4% | +87.2% | +128.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling