+983.6%
AAOI vs CCEP
+403.0%
+580.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.7% | -2.5% |
| 7D | +4.7% | -3.7% | +8.3% | +5.8% |
| 30D | -18.7% | -2.1% | -16.6% | -18.5% |
| 3M | -33.7% | +7.2% | -40.9% | -36.1% |
| 6M | -2.4% | +3.3% | -5.7% | -5.1% |
| YTD | +209.6% | +15.7% | +193.9% | +189.1% |
| 1Y | +355.0% | +16.6% | +338.5% | +320.6% |
| 3Y | +814.7% | +84.3% | +730.4% | +586.9% |
| 5Y | +1,298.1% | +109.0% | +1,189.0% | +876.0% |
| 10Y | +449.8% | +238.1% | +211.7% | +183.7% |
| All | +983.6% | +403.0% | +580.7% | +340.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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