+335.5%
CCEP vs CAPR
-59.1%
+394.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +26.5% | -26.2% | +0.2% |
| 7D | +1.8% | +25.8% | -24.0% | +1.6% |
| 30D | +12.2% | +50.2% | -38.0% | +11.9% |
| 3M | +10.7% | +185.5% | -174.8% | +10.0% |
| 6M | +27.5% | -64.8% | +92.3% | +27.6% |
| YTD | +31.3% | -61.1% | +92.5% | +31.4% |
| 1Y | +29.9% | +81.0% | -51.1% | +27.2% |
| 3Y | +111.1% | +300.7% | -189.6% | +101.7% |
| 5Y | +142.3% | +223.3% | -81.0% | +130.5% |
| 10Y | +335.5% | -58.8% | +394.2% | +305.6% |
| All | +335.5% | -59.1% | +394.5% | +305.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling