+21.4%
CCEP vs CAPR
+35.6%
-14.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.6% | +4.4% | +0.7% |
| 7D | -1.0% | -9.5% | +8.5% | -1.0% |
| 30D | -1.6% | +121.5% | -123.1% | -1.2% |
| 3M | +11.9% | -65.4% | +77.2% | +11.8% |
| 6M | +7.5% | -67.5% | +75.0% | +7.4% |
| YTD | +18.7% | -68.6% | +87.3% | +18.6% |
| 1Y | +21.4% | +42.7% | -21.3% | +21.4% |
| All | +21.4% | +35.6% | -14.2% | +21.4% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling