+36.8%
CCEP vs CAPR
+47.4%
-10.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +8.3% | -4.4% | +3.9% |
| 7D | +4.2% | +43.2% | -38.9% | +4.4% |
| 30D | +14.2% | +14.7% | -0.5% | +14.2% |
| 3M | +9.1% | +113.9% | -104.8% | +9.6% |
| 6M | +26.9% | -73.4% | +100.2% | +26.7% |
| YTD | +29.1% | -69.1% | +98.2% | +29.0% |
| 1Y | +36.8% | +47.2% | -10.4% | +38.3% |
| All | +36.8% | +47.4% | -10.7% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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