+17,377.4%
CAH vs CCEP
+7,713.8%
+9,663.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.7% |
| 7D | +3.5% | +2.1% | +1.4% | +2.9% |
| 30D | +13.5% | +10.6% | +2.9% | +10.7% |
| 3M | +21.8% | +10.3% | +11.5% | +18.9% |
| 6M | +51.5% | +31.1% | +20.4% | +41.8% |
| YTD | +38.1% | +32.1% | +6.0% | +28.7% |
| 1Y | +37.7% | +32.8% | +4.9% | +28.1% |
| 3Y | +179.6% | +111.3% | +68.3% | +131.9% |
| 5Y | +504.9% | +147.5% | +357.4% | +378.3% |
| 10Y | +418.6% | +338.1% | +80.5% | +253.4% |
| All | +17,377.4% | +7,713.8% | +9,663.6% | +5,627.3% |
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