+377.7%
CCEP vs USFR
+27.5%
+350.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -3.1% | +0.1% | -3.1% | -3.1% |
| 30D | -2.6% | +0.3% | -2.9% | -2.7% |
| 3M | +14.9% | +1.0% | +13.9% | +14.5% |
| 6M | +2.3% | +1.9% | +0.3% | +1.5% |
| YTD | +17.8% | +2.6% | +15.2% | +16.7% |
| 1Y | +24.2% | +4.0% | +20.2% | +22.3% |
| 3Y | +84.7% | +14.1% | +70.6% | +76.0% |
| 5Y | +103.2% | +20.4% | +82.8% | +89.9% |
| 10Y | +257.4% | +28.0% | +229.4% | +226.1% |
| All | +377.7% | +27.5% | +350.2% | +331.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling