-32.5%
CBRS vs CCEP
+16.7%
-49.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -3.1% | +13.4% | +8.1% |
| 7D | +17.3% | -3.1% | +20.4% | +14.9% |
| 30D | -2.0% | -2.6% | +0.6% | -2.8% |
| 3M | -2.5% | +14.9% | -17.4% | -16.9% |
| All | -32.5% | +16.7% | -49.1% | -44.2% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling