+62.0%
CFG vs CCEP
+148.1%
-86.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | -0.9% | +2.6% | -3.5% | -2.0% |
| 30D | +1.1% | +15.1% | -14.1% | -4.9% |
| 3M | -12.0% | +7.3% | -19.3% | -14.8% |
| 6M | -2.2% | +23.4% | -25.6% | -11.1% |
| YTD | +11.4% | +29.4% | -18.0% | -1.7% |
| 1Y | +27.8% | +34.2% | -6.4% | +10.9% |
| 3Y | +173.3% | +108.4% | +64.9% | +82.4% |
| All | +62.0% | +148.1% | -86.1% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling