-41.0%
CCL vs CCEP
+244.1%
-285.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.1% | -2.0% |
| 7D | -0.1% | -1.0% | +0.8% | +0.6% |
| 30D | -20.0% | -1.6% | -18.4% | -18.9% |
| 3M | -13.7% | +11.9% | -25.5% | -22.3% |
| 6M | -9.0% | +7.5% | -16.5% | -15.1% |
| YTD | -22.8% | +18.7% | -41.5% | -34.4% |
| 1Y | -25.3% | +21.4% | -46.7% | -38.2% |
| 3Y | +54.1% | +89.1% | -35.0% | -20.7% |
| 5Y | +3.5% | +108.7% | -105.2% | -52.1% |
| 10Y | -41.0% | +241.0% | -282.0% | -80.1% |
| All | -41.0% | +244.1% | -285.1% | -80.1% |
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