+166.6%
CCEP vs COMP
-52.0%
+218.6%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.7% | -11.7% | -1.7% |
| 7D | +2.6% | +13.4% | -10.9% | +1.7% |
| 30D | +15.1% | +11.1% | +4.0% | +14.2% |
| 3M | +7.3% | -18.8% | +26.1% | +8.4% |
| 6M | +23.4% | +10.5% | +12.9% | +21.9% |
| YTD | +29.4% | -3.4% | +32.8% | +28.0% |
| 1Y | +34.2% | +19.7% | +14.5% | +30.9% |
| 3Y | +108.4% | +381.6% | -273.2% | +79.6% |
| 5Y | +147.3% | -17.6% | +164.8% | +127.3% |
| All | +166.6% | -52.0% | +218.6% | +149.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling