+1,086.6%
CCI vs CCEP
+1,295.8%
-209.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -3.4% | +1.8% | -5.1% | -3.8% |
| 30D | +9.9% | +12.2% | -2.2% | +6.4% |
| 3M | +22.7% | +10.7% | +12.0% | +19.1% |
| 6M | +0.8% | +27.5% | -26.7% | -6.1% |
| YTD | +4.1% | +31.3% | -27.2% | -4.0% |
| 1Y | -0.6% | +29.9% | -30.5% | -8.2% |
| 3Y | +9.4% | +111.1% | -101.7% | -11.9% |
| 5Y | -36.8% | +142.3% | -179.2% | -51.7% |
| 10Y | +65.4% | +335.5% | -270.0% | +4.0% |
| All | +1,086.6% | +1,295.8% | -209.3% | +338.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling