-2.4%
AGG vs CCEP
+105.7%
-108.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.6% |
| 7D | -0.9% | -5.7% | +4.8% | -0.7% |
| 30D | -1.0% | -3.4% | +2.4% | -0.8% |
| 3M | -1.3% | +5.5% | -6.8% | -1.6% |
| 6M | -2.1% | +2.2% | -4.3% | -2.3% |
| YTD | -1.2% | +14.6% | -15.9% | -1.9% |
| 1Y | -0.5% | +18.9% | -19.4% | -1.4% |
| 3Y | +12.4% | +82.6% | -70.2% | +9.1% |
| 5Y | -2.4% | +107.0% | -109.4% | -6.0% |
| All | -2.4% | +105.7% | -108.1% | -6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling