+763.8%
CCEP vs CPAY
+1,528.2%
-764.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +3.0% | +1.4% |
| 7D | -1.0% | +0.6% | -1.5% | -1.2% |
| 30D | -1.6% | +3.6% | -5.2% | -2.7% |
| 3M | +11.9% | +16.6% | -4.8% | +6.7% |
| 6M | +7.5% | +29.5% | -22.0% | -1.2% |
| YTD | +18.7% | +35.3% | -16.5% | +6.7% |
| 1Y | +21.4% | +30.6% | -9.2% | +9.9% |
| 3Y | +89.1% | +49.7% | +39.4% | +58.4% |
| 5Y | +108.7% | +54.4% | +54.3% | +69.3% |
| 10Y | +241.0% | +142.8% | +98.2% | +138.8% |
| All | +763.8% | +1,528.2% | -764.4% | +240.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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