+1,258.3%
CCEP vs CBOE
+1,341.0%
-82.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +1.0% |
| 7D | +2.1% | +6.3% | -4.2% | +0.6% |
| 30D | +10.6% | +24.9% | -14.4% | +4.6% |
| 3M | +10.3% | +28.5% | -18.1% | +3.4% |
| 6M | +31.1% | +2.9% | +28.2% | +29.0% |
| YTD | +32.1% | +50.7% | -18.5% | +17.2% |
| 1Y | +32.8% | +45.5% | -12.7% | +18.8% |
| 3Y | +111.3% | +116.3% | -5.0% | +68.2% |
| 5Y | +147.5% | +204.3% | -56.8% | +77.3% |
| 10Y | +338.1% | +526.3% | -188.2% | +154.4% |
| All | +1,258.3% | +1,341.0% | -82.7% | +472.1% |
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