+394.0%
CARR vs CCEP
+340.9%
+53.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.8% |
| 7D | +3.5% | +2.1% | +1.4% | +2.7% |
| 30D | +0.4% | +10.6% | -10.2% | -3.7% |
| 3M | -14.1% | +10.3% | -24.4% | -17.6% |
| 6M | -16.7% | +31.1% | -47.8% | -25.8% |
| YTD | +4.2% | +32.1% | -27.9% | -7.7% |
| 1Y | -0.2% | +32.8% | -33.0% | -11.7% |
| 3Y | +10.9% | +111.3% | -100.5% | -20.7% |
| 5Y | +3.9% | +147.5% | -143.6% | -31.5% |
| All | +394.0% | +340.9% | +53.1% | +150.8% |
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