+1,690.4%
CCEP vs CAPR
-99.0%
+1,789.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.7% | +7.9% | -0.8% |
| 7D | -0.3% | +19.1% | -19.4% | -0.4% |
| 30D | +11.0% | +48.8% | -37.9% | +10.7% |
| 3M | +9.2% | +144.4% | -135.2% | +8.5% |
| 6M | +27.2% | -67.5% | +94.7% | +27.4% |
| YTD | +30.3% | -64.5% | +94.8% | +30.4% |
| 1Y | +28.7% | +74.4% | -45.8% | +25.8% |
| 3Y | +109.4% | +265.7% | -156.3% | +101.3% |
| 5Y | +144.1% | +196.0% | -51.9% | +133.8% |
| 10Y | +332.0% | -62.4% | +394.4% | +305.5% |
| All | +1,690.4% | -99.0% | +1,789.4% | +1,545.5% |
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 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