+6,869.6%
CCEP vs CP
+7,669.4%
-799.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.2% |
| 7D | -3.1% | -2.7% | -0.4% | -2.3% |
| 30D | -2.6% | +0.2% | -2.8% | -2.7% |
| 3M | +14.9% | +2.6% | +12.4% | +13.9% |
| 6M | +2.3% | +6.0% | -3.7% | +0.3% |
| YTD | +17.8% | +24.9% | -7.1% | +10.0% |
| 1Y | +24.2% | +20.1% | +4.1% | +17.1% |
| 3Y | +84.7% | +16.4% | +68.3% | +73.2% |
| 5Y | +103.2% | +31.7% | +71.5% | +81.9% |
| 10Y | +257.4% | +223.9% | +33.5% | +146.4% |
| All | +6,869.6% | +7,669.4% | -799.8% | +2,042.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling