+102.2%
CCEP vs PCOR
-30.9%
+133.1%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.3% | +1.2% | -2.7% |
| 7D | -3.1% | -9.0% | +5.9% | -2.2% |
| 30D | -2.6% | +4.2% | -6.8% | -3.1% |
| 3M | +14.9% | +14.4% | +0.5% | +13.1% |
| 6M | +2.3% | +0.2% | +2.1% | +1.4% |
| YTD | +17.8% | -20.3% | +38.1% | +19.3% |
| 1Y | +24.2% | -16.1% | +40.3% | +24.7% |
| 3Y | +84.7% | -14.7% | +99.4% | +80.9% |
| 5Y | +103.2% | -43.2% | +146.3% | +97.1% |
| All | +102.2% | -30.9% | +133.1% | +95.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling