+16.6%
CCEP vs CLBK
+67.6%
-51.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.3% |
| 7D | -3.7% | -1.5% | -2.2% | -3.4% |
| 30D | -2.1% | +6.7% | -8.8% | -3.2% |
| 3M | +7.2% | +21.2% | -14.0% | +3.6% |
| 6M | +3.3% | +42.0% | -38.7% | -2.7% |
| YTD | +15.7% | +63.3% | -47.6% | +7.4% |
| 1Y | +16.6% | +65.4% | -48.8% | +6.4% |
| All | +16.6% | +67.6% | -51.0% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 1y: compounded portfolio wealth divided by compounded CLBK 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…
1y analysis · Full analysis span regression · 6 months rolling