+29.9%
CCEP vs USFR
+4.1%
+25.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.8% | +0.1% | +1.7% | +1.9% |
| 30D | +12.2% | +0.4% | +11.8% | +12.9% |
| 3M | +10.7% | +1.1% | +9.6% | +13.9% |
| 6M | +27.5% | +2.1% | +25.4% | +38.4% |
| YTD | +31.3% | +3.4% | +27.9% | +63.7% |
| 1Y | +29.9% | +4.1% | +25.8% | +68.8% |
| All | +29.9% | +4.1% | +25.8% | +68.8% |
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