+6,869.6%
CCEP vs CPB
+325.7%
+6,543.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.4% | +0.3% | -2.1% |
| 7D | -3.1% | -8.6% | +5.5% | -0.5% |
| 30D | -2.6% | -7.2% | +4.6% | -0.6% |
| 3M | +14.9% | +0.9% | +14.0% | +14.2% |
| 6M | +2.3% | -11.8% | +14.1% | +5.3% |
| YTD | +17.8% | -19.4% | +37.3% | +24.4% |
| 1Y | +24.2% | -30.4% | +54.6% | +36.7% |
| 3Y | +84.7% | -40.2% | +124.9% | +109.5% |
| 5Y | +103.2% | -39.5% | +142.7% | +127.1% |
| 10Y | +257.4% | -47.4% | +304.8% | +293.8% |
| All | +6,869.6% | +325.7% | +6,543.9% | +3,544.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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