+208.5%
CFG vs CCEP
+342.6%
-134.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | -0.2% |
| 7D | +3.2% | +2.1% | +1.1% | +1.9% |
| 30D | +5.1% | +10.6% | -5.5% | -1.2% |
| 3M | -11.2% | +10.3% | -21.6% | -16.7% |
| 6M | +9.6% | +31.1% | -21.5% | -7.8% |
| YTD | +15.0% | +32.1% | -17.2% | -4.7% |
| 1Y | +29.9% | +32.8% | -3.0% | +7.2% |
| 3Y | +192.1% | +111.3% | +80.8% | +72.7% |
| 5Y | +62.3% | +147.5% | -85.2% | -16.1% |
| All | +208.5% | +342.6% | -134.0% | +35.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling