+15,232.8%
CAH vs CCEP
+6,869.6%
+8,363.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | +0.2% |
| 7D | +5.4% | -3.1% | +8.4% | +6.2% |
| 30D | +3.3% | -2.6% | +5.9% | +3.9% |
| 3M | +22.8% | +14.9% | +7.9% | +18.6% |
| 6M | +11.3% | +2.3% | +9.0% | +10.4% |
| YTD | +21.1% | +17.8% | +3.3% | +16.1% |
| 1Y | +67.2% | +24.2% | +43.0% | +58.1% |
| 3Y | +195.6% | +84.7% | +110.9% | +153.1% |
| 5Y | +413.8% | +103.2% | +310.6% | +325.4% |
| 10Y | +309.6% | +257.4% | +52.2% | +191.7% |
| All | +15,232.8% | +6,869.6% | +8,363.1% | +5,066.4% |
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 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