+7,262.2%
CB vs CCEP
+8,194.3%
-932.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -1.0% |
| 7D | +2.6% | +5.7% | -3.1% | +0.9% |
| 30D | +11.2% | +15.3% | -4.1% | +6.7% |
| 3M | +5.7% | +8.0% | -2.3% | +3.3% |
| 6M | +15.9% | +26.7% | -10.8% | +8.1% |
| YTD | +20.2% | +30.7% | -10.5% | +10.8% |
| 1Y | +32.4% | +36.5% | -4.2% | +20.6% |
| 3Y | +75.5% | +111.1% | -35.6% | +40.2% |
| 5Y | +105.5% | +149.7% | -44.2% | +54.7% |
| 10Y | +258.5% | +305.3% | -46.8% | +132.8% |
| All | +7,262.2% | +8,194.3% | -932.1% | +2,419.4% |
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