+110.5%
CCEP vs CP
+31.7%
+78.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.1% |
| 7D | +5.4% | +2.8% | +2.6% | +4.8% |
| 30D | +12.8% | +11.0% | +1.7% | +10.4% |
| 3M | +10.9% | +3.8% | +7.0% | +9.9% |
| 6M | +25.6% | +9.5% | +16.1% | +23.1% |
| YTD | +31.0% | +28.2% | +2.8% | +24.9% |
| 1Y | +32.3% | +33.0% | -0.7% | +25.2% |
| 3Y | +110.5% | +35.5% | +75.0% | +98.8% |
| All | +110.5% | +31.7% | +78.8% | +98.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling