+107.2%
CCEP vs CRL
-35.5%
+142.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.5% | -2.9% |
| 7D | -3.1% | -1.0% | -2.0% | -3.0% |
| 30D | -2.6% | +10.7% | -13.3% | -3.8% |
| 3M | +14.9% | +55.3% | -40.4% | +9.0% |
| 6M | +2.3% | +60.7% | -58.4% | -3.8% |
| YTD | +17.8% | +44.6% | -26.8% | +12.0% |
| 1Y | +24.2% | +77.7% | -53.5% | +14.4% |
| 3Y | +84.7% | +37.6% | +47.1% | +72.3% |
| All | +107.2% | -35.5% | +142.7% | +106.9% |
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