+108.4%
CCEP vs CG
+47.3%
+61.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -1.0% |
| 7D | +2.6% | -1.2% | +3.8% | +2.6% |
| 30D | +15.1% | +5.0% | +10.1% | +14.9% |
| 3M | +7.3% | -18.2% | +25.5% | +7.9% |
| 6M | +23.4% | -20.7% | +44.1% | +24.3% |
| YTD | +29.4% | -31.4% | +60.8% | +30.7% |
| 1Y | +34.2% | -22.3% | +56.5% | +34.7% |
| 3Y | +108.4% | +50.2% | +58.2% | +104.6% |
| All | +108.4% | +47.3% | +61.0% | +104.6% |
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