+42.5%
CI vs CCEP
+105.1%
-62.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -0.5% |
| 7D | +1.3% | -3.1% | +4.4% | +2.1% |
| 30D | +4.4% | -2.6% | +7.0% | +5.1% |
| 3M | +0.7% | +14.9% | -14.3% | -2.8% |
| 6M | +0.3% | +2.3% | -1.9% | -0.4% |
| YTD | +3.8% | +17.8% | -14.0% | -0.7% |
| 1Y | -5.5% | +24.2% | -29.7% | -10.9% |
| 3Y | +8.1% | +84.7% | -76.6% | -7.9% |
| All | +42.5% | +105.1% | -62.6% | +17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling