+36.8%
CCEP vs CBOE
+39.5%
-2.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.6% | +3.8% |
| 7D | +4.2% | +7.7% | -3.5% | +3.6% |
| 30D | +14.2% | +24.4% | -10.3% | +12.2% |
| 3M | +9.1% | +20.0% | -10.9% | +7.6% |
| 6M | +26.9% | +2.4% | +24.5% | +26.7% |
| YTD | +29.1% | +38.5% | -9.5% | +21.8% |
| 1Y | +36.8% | +39.0% | -2.2% | +28.9% |
| All | +36.8% | +39.5% | -2.7% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 1y: compounded portfolio wealth divided by compounded CBOE 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…
1y analysis · Full analysis span regression · 6 months rolling