+172.2%
CCEP vs COMP
-52.0%
+224.2%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.3% |
| 7D | +2.1% | 0.0% | +2.1% | +2.1% |
| 30D | +10.6% | +16.6% | -6.0% | +9.3% |
| 3M | +10.3% | -23.5% | +33.8% | +11.9% |
| 6M | +31.1% | +25.7% | +5.3% | +28.4% |
| YTD | +32.1% | -3.4% | +35.5% | +30.6% |
| 1Y | +32.8% | +7.6% | +25.2% | +30.3% |
| 3Y | +111.3% | +423.6% | -312.3% | +81.1% |
| 5Y | +147.5% | -10.6% | +158.1% | +126.9% |
| All | +172.2% | -52.0% | +224.2% | +155.0% |
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