+122.4%
CF vs CCEP
+157.0%
-34.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.3% | +4.9% | +6.2% |
| 7D | +0.4% | +5.7% | -5.3% | +0.4% |
| 30D | +2.2% | +15.3% | -13.1% | +2.1% |
| 3M | +2.1% | +8.0% | -5.9% | +2.1% |
| 6M | -6.5% | +26.7% | -33.3% | -6.8% |
| YTD | +55.6% | +30.7% | +24.9% | +53.7% |
| 1Y | +42.3% | +36.5% | +5.7% | +40.0% |
| 3Y | +55.7% | +111.1% | -55.4% | +48.6% |
| 5Y | +122.4% | +149.7% | -27.3% | +108.1% |
| All | +122.4% | +157.0% | -34.6% | +108.1% |
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