+148.2%
CCEP vs CP
+24.4%
+123.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.5% |
| 7D | +2.6% | +2.8% | -0.2% | +1.8% |
| 30D | +15.1% | +10.2% | +4.9% | +12.0% |
| 3M | +7.3% | +2.4% | +4.9% | +6.5% |
| 6M | +23.4% | +7.7% | +15.8% | +20.5% |
| YTD | +29.4% | +26.0% | +3.4% | +20.5% |
| 1Y | +34.2% | +34.6% | -0.4% | +22.4% |
| 3Y | +108.4% | +26.7% | +81.7% | +88.9% |
| All | +148.2% | +24.4% | +123.8% | +120.6% |
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