+346.3%
CCJ vs CCEP
+107.0%
+239.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +1.2% |
| 7D | +0.7% | -3.1% | +3.8% | +1.8% |
| 30D | +6.9% | -2.6% | +9.5% | +7.7% |
| 3M | -11.6% | +14.9% | -26.6% | -16.5% |
| 6M | -16.2% | +2.3% | -18.5% | -17.3% |
| YTD | +10.1% | +17.8% | -7.7% | +2.8% |
| 1Y | +32.3% | +24.2% | +8.1% | +20.2% |
| 3Y | +171.3% | +84.7% | +86.6% | +96.5% |
| All | +346.3% | +107.0% | +239.3% | +221.6% |
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