+104.3%
CEG vs CCEP
+109.7%
-5.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.1% |
| 7D | -4.7% | +2.6% | -7.3% | -4.3% |
| 30D | -16.6% | +15.1% | -31.7% | -15.2% |
| 3M | -4.1% | +7.3% | -11.4% | -3.0% |
| 6M | -22.3% | +23.4% | -45.7% | -21.1% |
| YTD | -28.9% | +29.4% | -58.3% | -26.9% |
| 1Y | -28.5% | +34.2% | -62.7% | -26.1% |
| 3Y | +104.3% | +108.4% | -4.1% | +127.9% |
| All | +104.3% | +109.7% | -5.4% | +127.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling