+19,143.8%
AFL vs CCEP
+6,869.6%
+12,274.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | 0.0% |
| 7D | +0.6% | -3.1% | +3.7% | +1.6% |
| 30D | -6.2% | -2.6% | -3.6% | -5.4% |
| 3M | +2.2% | +14.9% | -12.8% | -2.5% |
| 6M | +5.3% | +2.3% | +3.0% | +4.1% |
| YTD | +8.0% | +17.8% | -9.9% | +1.8% |
| 1Y | +10.2% | +24.2% | -14.0% | +2.0% |
| 3Y | +67.1% | +84.7% | -17.7% | +34.6% |
| 5Y | +135.6% | +103.2% | +32.4% | +81.7% |
| 10Y | +299.4% | +257.4% | +42.0% | +153.7% |
| All | +19,143.8% | +6,869.6% | +12,274.2% | +5,295.5% |
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