+148.2%
CCEP vs CG
-22.2%
+170.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | +2.6% | -1.2% | +3.8% | +2.7% |
| 30D | +15.1% | +5.0% | +10.1% | +14.2% |
| 3M | +7.3% | -18.2% | +25.5% | +10.4% |
| 6M | +23.4% | -20.7% | +44.1% | +27.4% |
| YTD | +29.4% | -31.4% | +60.8% | +36.0% |
| 1Y | +34.2% | -22.3% | +56.5% | +37.7% |
| 3Y | +108.4% | +50.2% | +58.2% | +70.9% |
| All | +148.2% | -22.2% | +170.3% | +145.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling