+138.5%
CCEP vs COMP
-13.7%
+152.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.7% | -4.5% | +0.8% |
| 7D | +1.7% | +14.5% | -12.9% | +0.7% |
| 30D | +12.7% | +14.9% | -2.2% | +11.5% |
| 3M | +8.5% | -14.2% | +22.7% | +9.3% |
| 6M | +25.6% | +23.7% | +1.8% | +23.1% |
| YTD | +30.9% | +2.1% | +28.8% | +28.9% |
| 1Y | +32.0% | +26.2% | +5.8% | +28.1% |
| 3Y | +110.9% | +470.9% | -360.0% | +78.4% |
| 5Y | +138.5% | -14.0% | +152.5% | +127.6% |
| All | +138.5% | -13.7% | +152.1% | +127.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling