+230.1%
CCEP vs COPX
+583.8%
-353.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -2.8% | -2.3% | -0.5% | -2.4% |
| 30D | -4.0% | +0.3% | -4.3% | -4.3% |
| 3M | +5.2% | +6.8% | -1.6% | +3.0% |
| 6M | +2.7% | +7.9% | -5.2% | -0.8% |
| YTD | +14.5% | +23.7% | -9.2% | +6.1% |
| 1Y | +17.2% | +71.5% | -54.4% | -0.7% |
| 3Y | +79.3% | +149.1% | -69.8% | +33.2% |
| 5Y | +106.8% | +167.3% | -60.6% | +45.7% |
| All | +230.1% | +583.8% | -353.7% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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