+110.4%
CCEP vs PCOR
+44.3%
+66.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +5.7% | +23.7% | -18.0% | +4.5% |
| 30D | +15.3% | +39.0% | -23.7% | +13.3% |
| 3M | +8.0% | +35.8% | -27.7% | +6.2% |
| 6M | +26.7% | +38.2% | -11.5% | +23.9% |
| YTD | +30.7% | +3.9% | +26.8% | +29.5% |
| 1Y | +36.5% | +5.7% | +30.9% | +35.1% |
| All | +110.4% | +44.3% | +66.1% | +100.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 3y: compounded portfolio wealth divided by compounded PCOR 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…
3y analysis · Full analysis span regression · 6 months rolling