+807.8%
CCL vs ADP
+11,097.1%
-10,289.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +1.4% |
| 7D | -5.0% | -3.4% | -1.6% | -3.0% |
| 30D | -20.3% | +2.8% | -23.1% | -21.9% |
| 3M | -15.1% | +20.9% | -36.1% | -25.4% |
| 6M | -15.1% | +29.9% | -45.0% | -29.9% |
| YTD | -21.8% | +9.6% | -31.4% | -28.4% |
| 1Y | -24.8% | -5.3% | -19.5% | -24.6% |
| 3Y | +51.9% | +16.5% | +35.4% | +33.0% |
| 5Y | +4.0% | +49.4% | -45.4% | -21.0% |
| 10Y | -42.2% | +282.2% | -324.4% | -73.0% |
| All | +807.8% | +11,097.1% | -10,289.4% | -22.4% |
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