+102.5%
CFG vs CCEP
+105.1%
-2.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +1.2% |
| 7D | +1.5% | -3.1% | +4.6% | +2.8% |
| 30D | -3.8% | -2.6% | -1.2% | -2.8% |
| 3M | +11.5% | +14.9% | -3.4% | +4.8% |
| 6M | +19.2% | +2.3% | +16.9% | +17.5% |
| YTD | +23.7% | +17.8% | +5.9% | +14.0% |
| 1Y | +38.8% | +24.2% | +14.6% | +24.5% |
| 3Y | +178.9% | +84.7% | +94.2% | +98.9% |
| All | +102.5% | +105.1% | -2.6% | +30.0% |
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 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