+7,553.0%
CCEP vs CP
+7,734.8%
-181.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +20.6% |
| YTD | +29.4% | +26.0% | +3.4% | +20.5% |
| 1Y | +34.2% | +34.6% | -0.4% | +22.6% |
| 3Y | +108.4% | +26.7% | +81.7% | +90.7% |
| 5Y | +147.3% | +24.9% | +122.3% | +124.9% |
| 10Y | +301.3% | +258.6% | +42.7% | +169.6% |
| All | +7,553.0% | +7,734.8% | -181.8% | +2,247.2% |
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