-20.7%
CHRW vs CCEP
+26.8%
-47.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.7% |
| 7D | -0.1% | +1.8% | -1.8% | +0.1% |
| 30D | -4.3% | +12.2% | -16.5% | -3.4% |
| 3M | -7.4% | +10.7% | -18.1% | -6.9% |
| 6M | -20.7% | +27.5% | -48.2% | -23.7% |
| All | -20.7% | +26.8% | -47.5% | -23.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling