+335.5%
CCEP vs CP
+251.7%
+83.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.8% | -0.7% | +2.4% | +2.0% |
| 30D | +12.2% | +9.6% | +2.5% | +8.2% |
| 3M | +10.7% | +2.2% | +8.4% | +9.6% |
| 6M | +27.5% | +11.1% | +16.4% | +21.9% |
| YTD | +31.3% | +28.2% | +3.2% | +18.2% |
| 1Y | +29.9% | +32.2% | -2.3% | +15.4% |
| 3Y | +111.1% | +35.5% | +75.6% | +80.3% |
| 5Y | +142.3% | +26.8% | +115.6% | +108.2% |
| 10Y | +335.5% | +256.9% | +78.6% | +164.7% |
| All | +335.5% | +251.7% | +83.8% | +164.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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