+36.8%
CCEP vs WOLF
-3.0%
+39.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.2% | +3.9% |
| 7D | +4.2% | -14.5% | +18.7% | +4.0% |
| 30D | +14.2% | -32.0% | +46.2% | +13.7% |
| 3M | +9.1% | -15.8% | +24.9% | +9.1% |
| 6M | +26.9% | -36.6% | +63.4% | +24.4% |
| YTD | +29.1% | +30.9% | -1.8% | +23.8% |
| 1Y | +36.8% | +4.1% | +32.7% | +30.6% |
| All | +36.8% | -3.0% | +39.8% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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