+144.1%
CCEP vs CAPR
+192.6%
-48.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.7% | +7.9% | -0.8% |
| 7D | -0.3% | +19.1% | -19.4% | -0.3% |
| 30D | +11.0% | +48.8% | -37.9% | +11.0% |
| 3M | +9.2% | +144.4% | -135.2% | +9.3% |
| 6M | +27.2% | -67.5% | +94.7% | +27.2% |
| YTD | +30.3% | -64.5% | +94.8% | +30.3% |
| 1Y | +28.7% | +74.4% | -45.8% | +28.2% |
| 3Y | +109.4% | +265.7% | -156.3% | +100.1% |
| 5Y | +144.1% | +196.0% | -51.9% | +126.1% |
| All | +144.1% | +192.6% | -48.5% | +126.1% |
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