+17.2%
CCEP vs AGI
+9.2%
+7.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.1% |
| 7D | -2.8% | -2.7% | -0.1% | -2.8% |
| 30D | -4.0% | +7.2% | -11.3% | -4.2% |
| 3M | +5.2% | +4.3% | +0.9% | +5.0% |
| 6M | +2.7% | -27.1% | +29.8% | +3.2% |
| YTD | +14.5% | -6.6% | +21.1% | +16.6% |
| 1Y | +17.2% | +9.5% | +7.6% | +20.1% |
| All | +17.2% | +9.2% | +7.9% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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 · 6 months rolling