+36.8%
CCEP vs COMP
+23.8%
+13.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +7.7% | -3.9% | +3.2% |
| 7D | +4.2% | +9.5% | -5.2% | +3.5% |
| 30D | +14.2% | +8.1% | +6.1% | +13.3% |
| 3M | +9.1% | -16.3% | +25.5% | +10.2% |
| 6M | +26.9% | +42.2% | -15.4% | +23.1% |
| YTD | +29.1% | -5.0% | +34.1% | +22.8% |
| 1Y | +36.8% | +20.1% | +16.7% | +26.4% |
| All | +36.8% | +23.8% | +13.0% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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