+148.3%
CCEP vs CP
+25.5%
+122.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.5% |
| 7D | +2.1% | +2.1% | 0.0% | +1.5% |
| 30D | +10.6% | +9.3% | +1.3% | +7.8% |
| 3M | +10.3% | +0.5% | +9.9% | +10.1% |
| 6M | +31.1% | +10.4% | +20.7% | +27.0% |
| YTD | +32.1% | +28.7% | +3.4% | +22.3% |
| 1Y | +32.8% | +33.2% | -0.4% | +21.6% |
| 3Y | +111.3% | +38.4% | +72.9% | +85.6% |
| All | +148.3% | +25.5% | +122.8% | +117.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling