+107.2%
CCEP vs CAPR
+84.7%
+22.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.4% | -3.1% |
| 7D | -3.1% | -2.0% | -1.1% | -3.1% |
| 30D | -2.6% | +139.2% | -141.8% | -2.5% |
| 3M | +14.9% | -66.4% | +81.3% | +15.0% |
| 6M | +2.3% | -63.1% | +65.4% | +2.3% |
| YTD | +17.8% | -67.4% | +85.3% | +17.9% |
| 1Y | +24.2% | +58.2% | -34.0% | +23.6% |
| 3Y | +84.7% | +42.2% | +42.5% | +80.0% |
| All | +107.2% | +84.7% | +22.5% | +94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling