+134.7%
CEG vs CCEP
+113.9%
+20.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.6% |
| 7D | +12.1% | +2.1% | +10.0% | +12.4% |
| 30D | +0.2% | +10.6% | -10.3% | +1.6% |
| 3M | +0.7% | +10.3% | -9.6% | +2.2% |
| 6M | +2.2% | +31.1% | -28.8% | +4.1% |
| YTD | -20.3% | +32.1% | -52.5% | -18.0% |
| 1Y | -16.1% | +32.8% | -48.9% | -13.5% |
| 3Y | +134.7% | +111.3% | +23.3% | +161.3% |
| All | +134.7% | +113.9% | +20.8% | +161.3% |
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 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