+1,047.9%
CCL vs ADP
+12,213.2%
-11,165.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.2% |
| 7D | +3.1% | +3.2% | -0.1% | +1.2% |
| 30D | +13.7% | +14.9% | -1.2% | +4.0% |
| 3M | +3.8% | +11.6% | -7.8% | -3.7% |
| 6M | +9.3% | +48.5% | -39.2% | -16.4% |
| YTD | -1.1% | +20.6% | -21.7% | -15.0% |
| 1Y | +14.6% | +23.7% | -9.1% | -3.1% |
| 3Y | +146.4% | +47.8% | +98.6% | +85.4% |
| 5Y | +21.9% | +47.7% | -25.9% | -7.1% |
| 10Y | -29.4% | +324.0% | -353.4% | -69.2% |
| All | +1,047.9% | +12,213.2% | -11,165.3% | -8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling