+55.4%
CCL vs ADP
+16.9%
+38.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.9% |
| 7D | -5.0% | -3.4% | -1.6% | -3.8% |
| 30D | -20.3% | +2.8% | -23.1% | -21.3% |
| 3M | -15.1% | +20.9% | -36.1% | -21.6% |
| 6M | -15.1% | +29.9% | -45.0% | -24.2% |
| YTD | -21.8% | +9.6% | -31.4% | -22.3% |
| 1Y | -24.8% | -5.3% | -19.5% | -17.6% |
| All | +55.4% | +16.9% | +38.5% | +52.8% |
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