+302.3%
CCEP vs CRL
+400.8%
-98.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.7% | -3.5% | +0.4% |
| 7D | +1.7% | +4.4% | -2.7% | +0.7% |
| 30D | +12.7% | +17.1% | -4.4% | +9.0% |
| 3M | +8.5% | +32.1% | -23.6% | +2.4% |
| 6M | +25.6% | +98.9% | -73.4% | +9.3% |
| YTD | +30.9% | +77.1% | -46.2% | +15.4% |
| 1Y | +32.0% | +110.3% | -78.3% | +12.1% |
| 3Y | +110.9% | +108.5% | +2.4% | +69.6% |
| 5Y | +138.5% | -7.9% | +146.3% | +134.0% |
| 10Y | +302.3% | +368.9% | -66.6% | +162.0% |
| All | +302.3% | +400.8% | -98.5% | +162.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling