+169.3%
CHRW vs CCEP
+244.1%
-74.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +0.9% | +1.5% |
| 7D | +1.9% | -1.0% | +2.9% | +2.1% |
| 30D | +0.9% | -1.6% | +2.5% | +1.2% |
| 3M | -19.9% | +11.9% | -31.7% | -21.8% |
| 6M | -15.8% | +7.5% | -23.2% | -17.3% |
| YTD | -5.6% | +18.7% | -24.3% | -9.1% |
| 1Y | +21.0% | +21.4% | -0.4% | +15.9% |
| 3Y | +86.0% | +89.1% | -3.1% | +60.5% |
| 5Y | +88.6% | +108.7% | -20.1% | +57.6% |
| 10Y | +169.3% | +241.0% | -71.7% | +107.2% |
| All | +169.3% | +244.1% | -74.8% | +107.2% |
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