+5,294.5%
CF vs CCEP
+1,555.1%
+3,739.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.3% | +4.9% | +5.6% |
| 7D | +0.4% | +5.7% | -5.3% | -2.1% |
| 30D | +2.2% | +15.3% | -13.1% | -4.1% |
| 3M | +2.1% | +8.0% | -5.9% | -1.7% |
| 6M | -6.5% | +26.7% | -33.3% | -16.7% |
| YTD | +55.6% | +30.7% | +24.9% | +34.9% |
| 1Y | +42.3% | +36.5% | +5.7% | +20.9% |
| 3Y | +55.7% | +111.1% | -55.4% | +5.8% |
| 5Y | +122.4% | +149.7% | -27.3% | +33.2% |
| 10Y | +568.5% | +305.3% | +263.2% | +200.7% |
| All | +5,294.5% | +1,555.1% | +3,739.5% | +841.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling