-45.9%
CHTR vs CCEP
+236.1%
-282.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | -4.1% | -2.8% | -1.3% | -3.1% |
| 30D | -3.0% | -4.0% | +1.1% | -1.6% |
| 3M | +4.8% | +5.2% | -0.4% | +3.0% |
| 6M | -35.0% | +2.7% | -37.7% | -35.7% |
| YTD | -30.2% | +14.5% | -44.7% | -33.5% |
| 1Y | -44.8% | +17.2% | -61.9% | -47.8% |
| 3Y | -66.6% | +79.3% | -145.9% | -72.5% |
| 5Y | -81.5% | +106.8% | -188.2% | -85.6% |
| All | -45.9% | +236.1% | -282.0% | -62.4% |
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 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