+3,646.0%
ALL vs CCEP
+8,872.6%
-5,226.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.1% |
| 7D | -1.9% | +2.6% | -4.5% | -2.8% |
| 30D | +13.8% | +15.1% | -1.4% | +8.7% |
| 3M | -7.0% | +7.3% | -14.3% | -9.2% |
| 6M | +18.0% | +23.4% | -5.4% | +10.0% |
| YTD | +24.2% | +29.4% | -5.2% | +13.6% |
| 1Y | +31.2% | +34.2% | -3.1% | +18.5% |
| 3Y | +107.5% | +108.4% | -0.8% | +61.5% |
| 5Y | +144.8% | +147.3% | -2.4% | +77.0% |
| 10Y | +375.8% | +301.3% | +74.4% | +184.2% |
| All | +3,646.0% | +8,872.6% | -5,226.6% | +930.5% |
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