+176.7%
CAH vs CCEP
+110.9%
+65.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | +3.9% | -0.3% | +4.2% | +3.9% |
| 30D | +16.0% | +11.0% | +5.1% | +12.7% |
| 3M | +19.1% | +9.2% | +9.9% | +16.1% |
| 6M | +53.0% | +27.2% | +25.9% | +42.7% |
| YTD | +36.6% | +30.3% | +6.3% | +26.7% |
| 1Y | +37.4% | +28.7% | +8.7% | +27.8% |
| All | +176.7% | +110.9% | +65.8% | +135.4% |
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