+518.2%
CEG vs CCEP
+125.8%
+392.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.3% |
| 7D | -4.7% | +2.6% | -7.3% | -4.9% |
| 30D | -16.6% | +15.1% | -31.7% | -17.6% |
| 3M | -4.1% | +7.3% | -11.4% | -4.7% |
| 6M | -22.3% | +23.4% | -45.7% | -24.3% |
| YTD | -28.9% | +29.4% | -58.3% | -31.0% |
| 1Y | -28.5% | +34.2% | -62.7% | -30.8% |
| 3Y | +104.3% | +108.4% | -4.1% | +78.5% |
| All | +518.2% | +125.8% | +392.4% | +432.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling