+3,716.0%
ALL vs CCEP
+8,071.4%
-4,355.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -0.3% |
| 7D | 0.0% | -3.1% | +3.1% | +1.0% |
| 30D | -1.5% | -2.6% | +1.1% | -0.7% |
| 3M | +23.6% | +14.9% | +8.7% | +18.1% |
| 6M | +22.3% | +2.3% | +20.1% | +21.0% |
| YTD | +26.5% | +17.8% | +8.7% | +19.4% |
| 1Y | +27.0% | +24.2% | +2.8% | +17.6% |
| 3Y | +149.6% | +84.7% | +64.9% | +101.9% |
| 5Y | +118.1% | +103.2% | +14.9% | +68.0% |
| 10Y | +369.0% | +257.4% | +111.6% | +190.8% |
| All | +3,716.0% | +8,071.4% | -4,355.4% | +982.9% |
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