-89.4%
CDE vs CCEP
+6,869.6%
-6,959.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -1.3% |
| 7D | +0.5% | -3.1% | +3.6% | +1.1% |
| 30D | +21.9% | -2.6% | +24.5% | +22.3% |
| 3M | +14.9% | +14.9% | 0.0% | +11.7% |
| 6M | -10.5% | +2.3% | -12.8% | -11.1% |
| YTD | +19.3% | +17.8% | +1.4% | +15.3% |
| 1Y | +50.8% | +24.2% | +26.6% | +44.1% |
| 3Y | +782.3% | +84.7% | +697.6% | +684.4% |
| 5Y | +191.7% | +103.2% | +88.5% | +154.1% |
| 10Y | +57.6% | +257.4% | -199.7% | +23.4% |
| All | -89.4% | +6,869.6% | -6,959.0% | -93.2% |
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