+36.8%
CCEP vs USFR
+4.1%
+32.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +4.2% | +0.1% | +4.1% | +4.4% |
| 30D | +14.2% | +0.4% | +13.8% | +15.1% |
| 3M | +9.1% | +1.1% | +8.1% | +12.7% |
| 6M | +26.9% | +2.0% | +24.8% | +39.8% |
| YTD | +29.1% | +3.4% | +25.7% | +66.2% |
| 1Y | +36.8% | +4.1% | +32.7% | +90.1% |
| All | +36.8% | +4.1% | +32.7% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling