+21.4%
CCEP vs CRL
+72.1%
-50.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +0.8% |
| 7D | -1.0% | -0.6% | -0.4% | -1.0% |
| 30D | -1.6% | +5.0% | -6.6% | -1.7% |
| 3M | +11.9% | +50.6% | -38.7% | +11.5% |
| 6M | +7.5% | +60.9% | -53.5% | +7.2% |
| YTD | +18.7% | +40.7% | -22.0% | +18.1% |
| 1Y | +21.4% | +73.3% | -51.9% | +20.0% |
| All | +21.4% | +72.1% | -50.7% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling