+169.9%
CCEP vs COMP
-53.0%
+222.9%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.4% | +7.5% | +0.5% |
| 7D | +5.4% | +7.2% | -1.8% | +4.8% |
| 30D | +12.8% | +6.4% | +6.4% | +12.1% |
| 3M | +10.9% | -19.4% | +30.3% | +12.1% |
| 6M | +25.6% | +14.6% | +11.1% | +23.8% |
| YTD | +31.0% | -5.5% | +36.5% | +29.7% |
| 1Y | +32.3% | +13.7% | +18.6% | +29.3% |
| 3Y | +110.5% | +409.7% | -299.2% | +80.7% |
| 5Y | +141.8% | -17.0% | +158.8% | +122.3% |
| All | +169.9% | -53.0% | +222.9% | +153.2% |
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