+82.2%
CHRW vs CCEP
+113.9%
-31.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.4% | 0.0% |
| 7D | +7.3% | +2.1% | +5.2% | +7.2% |
| 30D | -3.6% | +10.6% | -14.2% | -3.9% |
| 3M | -9.6% | +10.3% | -19.9% | -9.9% |
| 6M | -17.0% | +31.1% | -48.1% | -18.6% |
| YTD | -15.4% | +32.1% | -47.5% | -17.1% |
| 1Y | -10.0% | +32.8% | -42.8% | -11.8% |
| 3Y | +82.2% | +111.3% | -29.2% | +55.2% |
| All | +82.2% | +113.9% | -31.7% | +55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling