+79.6%
CCJ vs CCEP
+108.8%
-29.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.2% | +4.5% | +5.7% |
| 7D | +2.7% | +1.7% | +1.1% | +2.7% |
| 30D | -14.4% | +12.7% | -27.1% | -15.0% |
| 3M | -22.6% | +8.5% | -31.1% | -22.9% |
| 6M | -35.4% | +25.6% | -61.0% | -36.6% |
| YTD | -17.6% | +30.9% | -48.5% | -19.1% |
| 1Y | -18.1% | +32.0% | -50.1% | -19.7% |
| 3Y | +79.6% | +110.9% | -31.4% | +43.7% |
| All | +79.6% | +108.8% | -29.2% | +43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling