+2,086.0%
CCEP vs CRL
+1,379.5%
+706.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.5% | -2.8% |
| 7D | -3.1% | -1.0% | -2.0% | -2.9% |
| 30D | -2.6% | +10.7% | -13.3% | -4.6% |
| 3M | +14.9% | +55.3% | -40.4% | +4.8% |
| 6M | +2.3% | +60.7% | -58.4% | -8.2% |
| YTD | +17.8% | +44.6% | -26.8% | +7.5% |
| 1Y | +24.2% | +77.7% | -53.5% | +8.0% |
| 3Y | +84.7% | +37.6% | +47.1% | +62.0% |
| 5Y | +103.2% | -35.8% | +139.0% | +106.0% |
| 10Y | +257.4% | +241.7% | +15.6% | +140.9% |
| All | +2,086.0% | +1,379.5% | +706.5% | +1,014.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling