-50.8%
CCI vs CCEP
+108.6%
-159.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | -0.1% |
| 7D | +0.2% | -1.0% | +1.1% | +0.5% |
| 30D | +0.5% | -1.6% | +2.1% | +1.0% |
| 3M | -16.3% | +11.9% | -28.1% | -19.4% |
| 6M | -13.9% | +7.5% | -21.4% | -16.2% |
| YTD | -12.4% | +18.7% | -31.2% | -17.7% |
| 1Y | -15.2% | +21.4% | -36.6% | -20.9% |
| 3Y | -9.9% | +89.1% | -99.0% | -27.0% |
| 5Y | -50.8% | +108.7% | -159.6% | -62.9% |
| All | -50.8% | +108.6% | -159.4% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 5y: compounded portfolio wealth divided by compounded CCEP 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…
5y analysis · Full analysis span regression · 6 months rolling