+128.5%
CHRW vs CCEP
+342.1%
-213.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | -0.1% | +1.8% | -1.8% | -0.4% |
| 30D | -4.3% | +12.2% | -16.5% | -6.4% |
| 3M | -7.4% | +10.7% | -18.1% | -9.3% |
| 6M | -20.7% | +27.5% | -48.2% | -24.7% |
| YTD | -15.9% | +31.3% | -47.2% | -20.7% |
| 1Y | -9.9% | +29.9% | -39.8% | -14.9% |
| 3Y | +79.0% | +111.1% | -32.1% | +50.5% |
| 5Y | +61.3% | +142.3% | -81.0% | +30.2% |
| 10Y | +128.5% | +335.5% | -206.9% | +69.1% |
| All | +128.5% | +342.1% | -213.6% | +69.1% |
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