+471.5%
CF vs CCEP
+342.6%
+128.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.4% |
| 7D | +4.8% | +2.1% | +2.7% | +4.0% |
| 30D | +4.7% | +10.6% | -5.9% | +0.9% |
| 3M | +7.4% | +10.3% | -2.9% | +3.4% |
| 6M | +0.6% | +31.1% | -30.5% | -9.5% |
| YTD | +64.1% | +32.1% | +32.0% | +44.9% |
| 1Y | +51.4% | +32.8% | +18.6% | +33.4% |
| 3Y | +67.8% | +111.3% | -43.5% | +18.9% |
| 5Y | +114.1% | +147.5% | -33.4% | +35.6% |
| All | +471.5% | +342.6% | +128.9% | +159.4% |
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