+1,070.2%
CCI vs CCEP
+1,291.3%
-221.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.0% | -1.2% |
| 7D | +0.9% | +1.7% | -0.7% | +0.5% |
| 30D | +10.3% | +12.7% | -2.4% | +6.5% |
| 3M | +17.9% | +8.5% | +9.4% | +15.1% |
| 6M | -0.5% | +25.6% | -26.0% | -6.9% |
| YTD | +2.7% | +30.9% | -28.2% | -5.2% |
| 1Y | +3.1% | +32.0% | -28.8% | -5.1% |
| 3Y | +8.0% | +110.9% | -103.0% | -13.1% |
| 5Y | -37.8% | +138.5% | -176.2% | -52.2% |
| 10Y | +56.5% | +302.3% | -245.8% | +0.4% |
| All | +1,070.2% | +1,291.3% | -221.2% | +332.5% |
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