+431.0%
CCEP vs USFR
+28.6%
+402.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | 0.0% |
| 7D | +5.4% | +0.1% | +5.3% | +5.3% |
| 30D | +12.8% | +0.4% | +12.4% | +12.6% |
| 3M | +10.9% | +1.1% | +9.8% | +10.4% |
| 6M | +25.6% | +2.1% | +23.6% | +24.6% |
| YTD | +31.0% | +3.4% | +27.5% | +29.3% |
| 1Y | +32.3% | +4.1% | +28.2% | +30.2% |
| 3Y | +110.5% | +14.4% | +96.1% | +100.3% |
| 5Y | +141.8% | +21.4% | +120.4% | +125.3% |
| 10Y | +341.1% | +28.5% | +312.6% | +302.0% |
| All | +431.0% | +28.6% | +402.4% | +377.5% |
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