+701.5%
B vs CCEP
+7,646.6%
-6,945.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.1% | -6.2% | -6.1% |
| 7D | +7.1% | +5.4% | +1.8% | +6.6% |
| 30D | -3.3% | +12.8% | -16.1% | -4.4% |
| 3M | -2.5% | +10.9% | -13.4% | -3.5% |
| 6M | -7.2% | +25.6% | -32.9% | -9.3% |
| YTD | -7.4% | +31.0% | -38.3% | -9.7% |
| 1Y | +16.4% | +32.3% | -15.8% | +13.4% |
| 3Y | +178.7% | +110.5% | +68.2% | +160.6% |
| 5Y | +121.7% | +141.8% | -20.1% | +104.0% |
| 10Y | +208.6% | +341.1% | -132.5% | +166.6% |
| All | +701.5% | +7,646.6% | -6,945.1% | +614.7% |
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