+1,163.5%
C vs CCEP
+6,869.6%
-5,706.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +1.0% |
| 7D | +3.6% | -3.1% | +6.7% | +5.0% |
| 30D | +0.1% | -2.6% | +2.7% | +1.1% |
| 3M | +2.4% | +14.9% | -12.5% | -3.8% |
| 6M | +24.9% | +2.3% | +22.7% | +22.9% |
| YTD | +19.8% | +17.8% | +2.0% | +10.6% |
| 1Y | +44.9% | +24.2% | +20.7% | +30.5% |
| 3Y | +263.0% | +84.7% | +178.3% | +172.3% |
| 5Y | +129.5% | +103.2% | +26.3% | +62.7% |
| 10Y | +291.6% | +257.4% | +34.2% | +118.1% |
| All | +1,163.5% | +6,869.6% | -5,706.1% | +158.8% |
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