-37.2%
CAG vs CCEP
+236.5%
-273.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.5% |
| 7D | -5.9% | -5.7% | -0.1% | -4.7% |
| 30D | -1.5% | -3.4% | +1.9% | -0.9% |
| 3M | +11.5% | +5.5% | +5.9% | +10.3% |
| 6M | -15.7% | +2.2% | -17.9% | -16.1% |
| YTD | -10.2% | +14.6% | -24.8% | -12.7% |
| 1Y | -18.1% | +18.9% | -37.0% | -20.9% |
| 3Y | -39.4% | +82.6% | -122.0% | -46.1% |
| 5Y | -42.6% | +107.0% | -149.6% | -50.5% |
| All | -37.2% | +236.5% | -273.7% | -51.8% |
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 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