+33.7%
CFG vs CCEP
+36.9%
-3.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.8% | -1.5% | +1.6% |
| 7D | +1.8% | +4.2% | -2.5% | +0.9% |
| 30D | +3.3% | +14.2% | -10.9% | +0.5% |
| 3M | -9.8% | +9.1% | -19.0% | -11.5% |
| 6M | +5.2% | +26.9% | -21.7% | +0.7% |
| YTD | +16.1% | +29.1% | -13.0% | +11.2% |
| 1Y | +33.7% | +36.8% | -3.1% | +24.2% |
| All | +33.7% | +36.9% | -3.2% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling