+19.0%
CCEP vs WOLF
+51.6%
-32.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.5% | +3.0% | -2.6% |
| 7D | -3.7% | +2.4% | -6.0% | -3.6% |
| 30D | -2.1% | -6.9% | +4.8% | -2.1% |
| 3M | +7.2% | -44.1% | +51.2% | +7.1% |
| 6M | +3.3% | +53.6% | -50.3% | 0.0% |
| YTD | +15.7% | +56.7% | -41.0% | +12.1% |
| All | +19.0% | +51.6% | -32.6% | +15.1% |
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