+6,646.7%
CB vs CCEP
+7,378.9%
-732.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -1.0% |
| 7D | +0.5% | -3.1% | +3.6% | +1.4% |
| 30D | -3.1% | -2.6% | -0.5% | -2.4% |
| 3M | +9.0% | +14.9% | -6.0% | +4.6% |
| 6M | +2.9% | +2.3% | +0.6% | +1.9% |
| YTD | +10.1% | +17.8% | -7.7% | +4.7% |
| 1Y | +22.8% | +24.2% | -1.4% | +14.9% |
| 3Y | +73.8% | +84.7% | -10.9% | +44.3% |
| 5Y | +99.2% | +103.2% | -4.0% | +59.0% |
| 10Y | +218.2% | +257.4% | -39.2% | +114.1% |
| All | +6,646.7% | +7,378.9% | -732.2% | +2,280.8% |
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