+149.7%
CCEP vs COMP
-28.0%
+177.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -8.2% | +9.4% | +1.8% |
| 7D | +5.7% | -1.8% | +7.5% | +5.8% |
| 30D | +15.3% | -0.8% | +16.1% | +15.2% |
| 3M | +8.0% | -28.1% | +36.2% | +10.2% |
| 6M | +26.7% | +27.0% | -0.3% | +23.9% |
| YTD | +30.7% | -12.8% | +43.5% | +30.1% |
| 1Y | +36.5% | +4.9% | +31.7% | +34.2% |
| 3Y | +111.1% | +321.0% | -209.9% | +82.5% |
| 5Y | +149.7% | -25.6% | +175.3% | +144.6% |
| All | +149.7% | -28.0% | +177.7% | +144.6% |
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