+1,099.7%
CCJ vs CCEP
+237.8%
+861.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.0% | -0.8% |
| 7D | +4.2% | -3.7% | +7.9% | +5.4% |
| 30D | +3.2% | -2.1% | +5.3% | +3.8% |
| 3M | -1.8% | +7.2% | -9.0% | -4.3% |
| 6M | -13.5% | +3.3% | -16.8% | -14.9% |
| YTD | +9.7% | +15.7% | -5.9% | +4.0% |
| 1Y | +30.0% | +16.6% | +13.4% | +22.5% |
| 3Y | +172.6% | +84.3% | +88.3% | +116.6% |
| 5Y | +342.9% | +109.0% | +233.9% | +233.4% |
| 10Y | +1,099.7% | +238.1% | +861.6% | +743.2% |
| All | +1,099.7% | +237.8% | +861.9% | +743.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling