+582.9%
CEG vs CCEP
+128.4%
+454.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +1.2% | +9.3% | +10.4% |
| 7D | +7.3% | +1.7% | +5.7% | +7.2% |
| 30D | -7.4% | +12.7% | -20.1% | -8.3% |
| 3M | +2.5% | +8.5% | -6.0% | +1.8% |
| 6M | -8.8% | +25.6% | -34.4% | -11.2% |
| YTD | -21.5% | +30.9% | -52.4% | -23.8% |
| 1Y | -22.5% | +32.0% | -54.5% | -24.9% |
| 3Y | +133.3% | +110.9% | +22.4% | +103.7% |
| All | +582.9% | +128.4% | +454.5% | +488.3% |
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 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