-18.1%
CAG vs CCEP
+16.3%
-34.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.3% |
| 7D | -5.9% | -5.7% | -0.1% | -3.3% |
| 30D | -1.5% | -3.4% | +1.9% | -0.1% |
| 3M | +11.5% | +5.5% | +5.9% | +9.0% |
| 6M | -15.7% | +2.2% | -17.9% | -16.5% |
| YTD | -10.2% | +14.6% | -24.8% | -16.5% |
| 1Y | -18.1% | +18.9% | -37.0% | -25.0% |
| All | -18.1% | +16.3% | -34.4% | -25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling