+1,519.4%
CCEP vs CAPR
-99.1%
+1,618.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.1% |
| 3M | +14.9% | -66.4% | +81.3% | +15.2% |
| 6M | +2.3% | -63.1% | +65.4% | +2.4% |
| YTD | +17.8% | -67.4% | +85.3% | +18.0% |
| 1Y | +24.2% | +58.2% | -34.0% | +21.5% |
| 3Y | +84.7% | +42.2% | +42.5% | +78.9% |
| 5Y | +103.2% | +87.3% | +15.9% | +95.4% |
| 10Y | +257.4% | -75.3% | +332.6% | +236.4% |
| All | +1,519.4% | -99.1% | +1,618.5% | +1,389.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling