+110.9%
CF vs CCEP
+147.2%
-36.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | +0.1% |
| 7D | +4.8% | +2.1% | +2.7% | +4.7% |
| 30D | +4.7% | +10.6% | -5.9% | +4.6% |
| 3M | +7.4% | +10.3% | -2.9% | +7.3% |
| 6M | +0.6% | +31.1% | -30.5% | +0.3% |
| YTD | +64.1% | +32.1% | +32.0% | +62.1% |
| 1Y | +51.4% | +32.8% | +18.6% | +49.5% |
| 3Y | +67.8% | +111.3% | -43.5% | +60.1% |
| All | +110.9% | +147.2% | -36.3% | +97.5% |
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