+5,967.0%
CF vs CCEP
+1,392.4%
+4,574.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | -0.1% | -1.9% |
| 7D | +6.0% | -3.1% | +9.1% | +7.4% |
| 30D | +14.8% | -2.6% | +17.4% | +16.0% |
| 3M | +14.1% | +14.9% | -0.9% | +6.8% |
| 6M | +28.5% | +2.3% | +26.3% | +25.3% |
| YTD | +74.9% | +17.8% | +57.1% | +59.3% |
| 1Y | +61.7% | +24.2% | +37.5% | +43.2% |
| 3Y | +80.3% | +84.7% | -4.4% | +30.3% |
| 5Y | +226.0% | +103.2% | +122.8% | +115.5% |
| 10Y | +569.9% | +257.4% | +312.5% | +219.7% |
| All | +5,967.0% | +1,392.4% | +4,574.6% | +1,011.3% |
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