+7,803.6%
CI vs CCEP
+7,553.0%
+250.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.3% |
| 7D | -1.6% | +2.6% | -4.1% | -2.3% |
| 30D | +5.4% | +15.1% | -9.7% | +1.3% |
| 3M | +7.3% | +7.3% | 0.0% | +5.1% |
| 6M | +5.3% | +23.4% | -18.1% | -1.0% |
| YTD | +8.5% | +29.4% | -20.9% | +0.3% |
| 1Y | +17.1% | +34.2% | -17.1% | +7.2% |
| 3Y | +1.4% | +108.4% | -106.9% | -18.8% |
| 5Y | +50.5% | +147.3% | -96.8% | +13.0% |
| 10Y | +168.5% | +301.3% | -132.8% | +72.2% |
| All | +7,803.6% | +7,553.0% | +250.6% | +2,232.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling