-37.6%
CAG vs CCEP
+84.3%
-121.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | 0.0% |
| 7D | -6.6% | -3.7% | -2.9% | -5.3% |
| 30D | +2.3% | -2.1% | +4.4% | +3.0% |
| 3M | +16.3% | +7.2% | +9.1% | +13.6% |
| 6M | -16.0% | +3.3% | -19.3% | -17.1% |
| YTD | -7.7% | +15.7% | -23.4% | -12.6% |
| 1Y | -16.0% | +16.6% | -32.6% | -20.8% |
| All | -37.6% | +84.3% | -121.8% | -51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling