+112.0%
CF vs CCEP
+148.1%
-36.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.7% |
| 7D | -3.2% | +2.6% | -5.7% | -3.2% |
| 30D | +4.3% | +15.1% | -10.8% | +4.2% |
| 3M | +2.8% | +7.3% | -4.5% | +2.8% |
| 6M | +0.6% | +23.4% | -22.8% | +0.4% |
| YTD | +56.6% | +29.4% | +27.2% | +54.7% |
| 1Y | +49.6% | +34.2% | +15.4% | +47.3% |
| 3Y | +61.5% | +108.4% | -46.9% | +54.0% |
| All | +112.0% | +148.1% | -36.1% | +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