+145.2%
CCEP vs CRBG
+117.3%
+27.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.3% |
| 7D | -2.8% | +0.6% | -3.4% | -2.9% |
| 30D | -4.0% | +2.6% | -6.7% | -4.3% |
| 3M | +5.2% | +24.0% | -18.8% | +2.7% |
| 6M | +2.7% | +50.5% | -47.8% | -1.9% |
| YTD | +14.5% | +17.1% | -2.6% | +11.9% |
| 1Y | +17.2% | +5.9% | +11.3% | +15.7% |
| 3Y | +79.3% | +122.7% | -43.4% | +56.4% |
| All | +145.2% | +117.3% | +27.9% | +113.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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