+421.5%
CARR vs CCEP
+282.1%
+139.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.6% | +1.5% |
| 7D | -3.8% | -2.8% | -0.9% | -2.7% |
| 30D | -8.9% | -4.0% | -4.9% | -7.5% |
| 3M | -17.3% | +5.2% | -22.5% | -19.4% |
| 6M | -1.4% | +2.7% | -4.1% | -3.2% |
| YTD | +10.0% | +14.5% | -4.5% | +3.3% |
| 1Y | -6.4% | +17.2% | -23.5% | -13.1% |
| 3Y | +1.5% | +79.3% | -77.8% | -22.4% |
| 5Y | +9.3% | +106.8% | -97.5% | -22.8% |
| All | +421.5% | +282.1% | +139.4% | +180.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling