+230.1%
CCEP vs CBOE
+368.5%
-138.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.4% |
| 7D | -2.8% | -5.8% | +3.0% | -1.4% |
| 30D | -4.0% | -3.1% | -0.9% | -3.4% |
| 3M | +5.2% | -4.8% | +10.0% | +5.9% |
| 6M | +2.7% | -0.6% | +3.3% | +1.4% |
| YTD | +14.5% | +12.8% | +1.7% | +9.1% |
| 1Y | +17.2% | +19.8% | -2.6% | +9.6% |
| 3Y | +79.3% | +86.9% | -7.6% | +45.9% |
| 5Y | +106.8% | +136.5% | -29.8% | +54.7% |
| All | +230.1% | +368.5% | -138.4% | +135.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling