+108.4%
B vs CCEP
+140.3%
-31.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.9% |
| 7D | -6.2% | -0.3% | -5.9% | -6.1% |
| 30D | -6.6% | +11.0% | -17.6% | -8.9% |
| 3M | -7.9% | +9.2% | -17.1% | -9.8% |
| 6M | -16.8% | +27.2% | -44.0% | -21.5% |
| YTD | -11.7% | +30.3% | -42.0% | -16.9% |
| 1Y | +3.5% | +28.7% | -25.2% | -2.4% |
| 3Y | +165.7% | +109.4% | +56.3% | +127.9% |
| 5Y | +108.4% | +144.1% | -35.7% | +72.4% |
| All | +108.4% | +140.3% | -31.9% | +72.4% |
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