+219.7%
CFG vs CCEP
+315.0%
-95.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | +0.7% | +5.4% | -4.7% | -2.4% |
| 30D | +2.8% | +12.8% | -10.0% | -4.6% |
| 3M | -10.1% | +10.9% | -21.0% | -15.9% |
| 6M | +3.2% | +25.6% | -22.4% | -10.9% |
| YTD | +14.2% | +31.0% | -16.8% | -4.9% |
| 1Y | +27.4% | +32.3% | -4.9% | +5.4% |
| 3Y | +187.6% | +110.5% | +77.1% | +70.4% |
| 5Y | +65.7% | +141.8% | -76.1% | -12.9% |
| 10Y | +219.7% | +341.1% | -121.4% | +42.0% |
| All | +219.7% | +315.0% | -95.3% | +42.0% |
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