+601.8%
CAG vs CCEP
+6,869.6%
-6,267.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.3% |
| 7D | -3.8% | -3.1% | -0.7% | -3.2% |
| 30D | +3.1% | -2.6% | +5.7% | +3.6% |
| 3M | +23.5% | +14.9% | +8.5% | +20.4% |
| 6M | -14.8% | +2.3% | -17.1% | -15.2% |
| YTD | -5.4% | +17.8% | -23.3% | -8.4% |
| 1Y | -11.8% | +24.2% | -36.0% | -15.4% |
| 3Y | -36.7% | +84.7% | -121.4% | -43.7% |
| 5Y | -40.3% | +103.2% | -143.5% | -48.3% |
| 10Y | -37.0% | +257.4% | -294.4% | -52.4% |
| All | +601.8% | +6,869.6% | -6,267.8% | +183.5% |
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