+1,940.2%
CCEP vs AGI
+4,206.7%
-2,266.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.4% |
| 7D | +2.1% | -10.1% | +12.2% | +2.5% |
| 30D | +10.6% | -6.5% | +17.1% | +10.8% |
| 3M | +10.3% | -12.8% | +23.1% | +10.8% |
| 6M | +31.1% | -34.3% | +65.4% | +32.8% |
| YTD | +32.1% | -25.6% | +57.7% | +33.0% |
| 1Y | +32.8% | -14.2% | +47.1% | +32.9% |
| 3Y | +111.3% | +127.3% | -15.9% | +103.0% |
| 5Y | +147.5% | +241.8% | -94.3% | +133.2% |
| 10Y | +338.1% | +381.8% | -43.7% | +298.3% |
| All | +1,940.2% | +4,206.7% | -2,266.6% | +1,356.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling