+266.7%
CCEP vs CLBK
+62.9%
+203.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.6% |
| 7D | +1.7% | +1.8% | -0.1% | +1.2% |
| 30D | +12.7% | +5.1% | +7.6% | +11.2% |
| 3M | +8.5% | +5.2% | +3.3% | +6.8% |
| 6M | +25.6% | +28.6% | -3.0% | +16.8% |
| YTD | +30.9% | +61.4% | -30.5% | +14.1% |
| 1Y | +32.0% | +64.7% | -32.7% | +14.2% |
| 3Y | +110.9% | +55.1% | +55.8% | +78.3% |
| 5Y | +138.5% | +28.4% | +110.1% | +105.1% |
| All | +266.7% | +62.9% | +203.8% | +170.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling