+1,117.9%
CCJ vs CCEP
+4,081.4%
-2,963.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.3% |
| 7D | +0.4% | +5.4% | -4.9% | -1.0% |
| 30D | -17.2% | +12.8% | -30.0% | -20.0% |
| 3M | -25.1% | +10.9% | -36.0% | -27.4% |
| 6M | -37.6% | +25.6% | -63.2% | -41.7% |
| YTD | -20.4% | +31.0% | -51.3% | -26.6% |
| 1Y | -22.5% | +32.3% | -54.8% | -28.8% |
| 3Y | +72.5% | +110.5% | -38.1% | +38.4% |
| 5Y | +179.9% | +141.8% | +38.1% | +115.5% |
| 10Y | +772.6% | +341.1% | +431.5% | +460.0% |
| All | +1,117.9% | +4,081.4% | -2,963.6% | +376.9% |
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