+148.2%
CCEP vs CRL
-10.4%
+158.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.8% | -8.8% | -1.8% |
| 7D | +2.6% | -6.1% | +8.7% | +3.1% |
| 30D | +15.1% | +12.4% | +2.7% | +13.2% |
| 3M | +7.3% | +27.1% | -19.8% | +3.9% |
| 6M | +23.4% | +85.7% | -62.3% | +13.9% |
| YTD | +29.4% | +69.2% | -39.8% | +20.1% |
| 1Y | +34.2% | +97.5% | -63.3% | +21.8% |
| 3Y | +108.4% | +86.1% | +22.3% | +83.5% |
| All | +148.2% | -10.4% | +158.5% | +157.0% |
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 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