+220.1%
C vs CCEP
+299.9%
-79.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.3% | +1.8% |
| 7D | -0.9% | +1.7% | -2.6% | -1.9% |
| 30D | -5.4% | +12.7% | -18.1% | -11.5% |
| 3M | -9.2% | +8.5% | -17.7% | -13.5% |
| 6M | -1.8% | +25.6% | -27.4% | -14.1% |
| YTD | +6.7% | +30.9% | -24.2% | -9.5% |
| 1Y | +23.5% | +32.0% | -8.4% | +4.1% |
| 3Y | +219.8% | +110.9% | +108.8% | +99.9% |
| 5Y | +112.4% | +138.5% | -26.0% | +20.1% |
| 10Y | +220.1% | +302.3% | -82.2% | +52.9% |
| All | +220.1% | +299.9% | -79.8% | +52.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling