+148.3%
CCEP vs CRL
-12.1%
+160.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.5% |
| 7D | +2.1% | +0.1% | +2.0% | +2.1% |
| 30D | +10.6% | +11.9% | -1.3% | +8.8% |
| 3M | +10.3% | +20.2% | -9.8% | +7.6% |
| 6M | +31.1% | +107.5% | -76.5% | +19.5% |
| YTD | +32.1% | +69.4% | -37.3% | +22.7% |
| 1Y | +32.8% | +99.7% | -66.9% | +20.5% |
| 3Y | +111.3% | +98.8% | +12.6% | +83.7% |
| All | +148.3% | -12.1% | +160.4% | +154.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling