+111.3%
CCEP vs CG
+46.4%
+65.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.4% |
| 7D | +2.1% | +0.2% | +1.9% | +2.1% |
| 30D | +10.6% | +11.2% | -0.6% | +10.1% |
| 3M | +10.3% | -22.1% | +32.4% | +11.2% |
| 6M | +31.1% | -17.9% | +49.0% | +31.9% |
| YTD | +32.1% | -31.3% | +63.4% | +33.5% |
| 1Y | +32.8% | -24.0% | +56.8% | +33.4% |
| 3Y | +111.3% | +45.0% | +66.4% | +107.9% |
| All | +111.3% | +46.4% | +65.0% | +107.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 3y: compounded portfolio wealth divided by compounded CG 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…
3y analysis · Full analysis span regression · 6 months rolling