+192.6%
CFG vs CCEP
+112.6%
+80.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -0.8% | +1.8% | -2.5% | -1.2% |
| 30D | +3.1% | +12.2% | -9.0% | +0.5% |
| 3M | -9.7% | +10.7% | -20.4% | -11.8% |
| 6M | +6.7% | +27.5% | -20.8% | +1.0% |
| YTD | +15.2% | +31.3% | -16.2% | +7.8% |
| 1Y | +28.8% | +29.9% | -1.1% | +20.8% |
| All | +192.6% | +112.6% | +80.0% | +159.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling