+362.4%
CFG vs CCEP
+346.7%
+15.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +1.7% |
| 7D | +1.5% | -3.1% | +4.6% | +3.3% |
| 30D | -3.8% | -2.6% | -1.2% | -2.5% |
| 3M | +11.5% | +14.9% | -3.4% | +2.7% |
| 6M | +19.2% | +2.3% | +16.9% | +16.9% |
| YTD | +23.7% | +17.8% | +5.9% | +11.2% |
| 1Y | +38.8% | +24.2% | +14.6% | +20.7% |
| 3Y | +178.9% | +84.7% | +94.2% | +86.7% |
| 5Y | +101.8% | +103.2% | -1.4% | +24.3% |
| 10Y | +317.3% | +257.4% | +59.9% | +94.8% |
| All | +362.4% | +346.7% | +15.7% | +101.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling