-41.2%
CAG vs CCEP
+105.2%
-146.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.2% |
| 7D | -6.6% | -3.7% | -2.9% | -5.5% |
| 30D | +2.3% | -2.1% | +4.4% | +2.9% |
| 3M | +16.3% | +7.2% | +9.1% | +14.0% |
| 6M | -16.0% | +3.3% | -19.3% | -16.9% |
| YTD | -7.7% | +15.7% | -23.4% | -11.9% |
| 1Y | -16.0% | +16.6% | -32.6% | -20.1% |
| 3Y | -37.7% | +84.3% | -122.0% | -48.4% |
| 5Y | -41.2% | +109.0% | -150.2% | -53.7% |
| All | -41.2% | +105.2% | -146.5% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling