+481.0%
CF vs CCEP
+315.0%
+166.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +4.8% | +5.4% | -0.6% | +2.7% |
| 30D | +9.7% | +12.8% | -3.1% | +5.0% |
| 3M | +1.2% | +10.9% | -9.6% | -2.7% |
| 6M | +7.4% | +25.6% | -18.3% | -2.0% |
| YTD | +60.5% | +31.0% | +29.5% | +42.2% |
| 1Y | +50.7% | +32.3% | +18.5% | +33.0% |
| 3Y | +64.8% | +110.5% | -45.7% | +16.9% |
| 5Y | +115.8% | +141.8% | -26.0% | +38.2% |
| 10Y | +481.0% | +341.1% | +139.9% | +163.7% |
| All | +481.0% | +315.0% | +166.0% | +163.7% |
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