+639.7%
CEG vs CCEP
+107.2%
+532.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | +6.7% | -1.0% | +7.7% | +6.8% |
| 30D | +11.0% | -1.6% | +12.6% | +11.1% |
| 3M | +19.5% | +11.9% | +7.6% | +17.6% |
| 6M | -5.9% | +7.5% | -13.3% | -7.1% |
| YTD | -15.0% | +18.7% | -33.7% | -16.8% |
| 1Y | +0.6% | +21.4% | -20.8% | -2.0% |
| 3Y | +180.6% | +89.1% | +91.5% | +147.5% |
| All | +639.7% | +107.2% | +532.5% | +542.2% |
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 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