+1.4%
CCL vs CCEP
+105.1%
-103.7%
-75.8%
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% | +2.3% |
| 7D | -5.0% | -3.1% | -2.0% | -3.0% |
| 30D | -20.3% | -2.6% | -17.7% | -18.9% |
| 3M | -15.1% | +14.9% | -30.1% | -23.6% |
| 6M | -15.1% | +2.3% | -17.4% | -16.7% |
| YTD | -21.8% | +17.8% | -39.6% | -30.7% |
| 1Y | -24.8% | +24.2% | -49.0% | -36.1% |
| 3Y | +51.9% | +84.7% | -32.9% | -12.9% |
| All | +1.4% | +105.1% | -103.7% | -52.3% |
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