+1,111.6%
CCEP vs CBOE
+1,045.3%
+66.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -3.1% | -3.6% | +0.6% | -2.2% |
| 30D | -2.6% | +5.1% | -7.7% | -3.9% |
| 3M | +14.9% | +4.6% | +10.3% | +13.0% |
| 6M | +2.3% | -0.3% | +2.5% | +1.0% |
| YTD | +17.8% | +19.8% | -1.9% | +10.8% |
| 1Y | +24.2% | +28.4% | -4.1% | +14.5% |
| 3Y | +84.7% | +104.1% | -19.4% | +48.5% |
| 5Y | +103.2% | +150.9% | -47.7% | +52.6% |
| 10Y | +257.4% | +393.5% | -136.1% | +120.3% |
| All | +1,111.6% | +1,045.3% | +66.3% | +441.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling