+992.7%
C vs CCEP
+7,629.5%
-6,636.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.3% | -6.3% | -5.6% |
| 7D | -5.3% | +5.7% | -11.0% | -7.6% |
| 30D | -7.3% | +15.3% | -22.6% | -12.9% |
| 3M | -13.5% | +8.0% | -21.5% | -16.6% |
| 6M | -6.5% | +26.7% | -33.2% | -16.1% |
| YTD | +3.6% | +30.7% | -27.1% | -8.8% |
| 1Y | +18.9% | +36.5% | -17.7% | +2.7% |
| 3Y | +205.0% | +111.1% | +93.8% | +115.7% |
| 5Y | +109.4% | +149.7% | -40.4% | +35.8% |
| 10Y | +232.9% | +305.3% | -72.4% | +75.4% |
| All | +992.7% | +7,629.5% | -6,636.8% | +113.5% |
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