+71.4%
CB vs CCEP
+111.2%
-39.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | +0.7% | +5.4% | -4.7% | -1.0% |
| 30D | +8.2% | +12.8% | -4.6% | +4.0% |
| 3M | +6.3% | +10.9% | -4.6% | +2.7% |
| 6M | +16.2% | +25.6% | -9.4% | +7.7% |
| YTD | +19.3% | +31.0% | -11.6% | +9.0% |
| 1Y | +29.2% | +32.3% | -3.0% | +17.6% |
| 3Y | +71.4% | +110.5% | -39.1% | +44.7% |
| All | +71.4% | +111.2% | -39.8% | +44.7% |
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