+1,159.6%
CCJ vs CCEP
+4,079.3%
-2,919.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.2% | +4.5% | +5.4% |
| 7D | +2.7% | +1.7% | +1.1% | +2.2% |
| 30D | -14.4% | +12.7% | -27.1% | -17.3% |
| 3M | -22.6% | +8.5% | -31.1% | -24.5% |
| 6M | -35.4% | +25.6% | -61.0% | -39.7% |
| YTD | -17.6% | +30.9% | -48.5% | -24.0% |
| 1Y | -18.1% | +32.0% | -50.1% | -24.7% |
| 3Y | +79.6% | +110.9% | -31.4% | +44.1% |
| 5Y | +175.3% | +138.5% | +36.8% | +112.7% |
| 10Y | +844.8% | +302.3% | +542.5% | +519.0% |
| All | +1,159.6% | +4,079.3% | -2,919.6% | +393.4% |
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