+52.4%
CL vs CCEP
+251.0%
-198.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -0.6% |
| 7D | -2.2% | -3.1% | +0.9% | -1.3% |
| 30D | -4.8% | -2.6% | -2.2% | -4.1% |
| 3M | +4.9% | +14.9% | -10.0% | +0.7% |
| 6M | -5.7% | +2.3% | -8.0% | -6.5% |
| YTD | +14.4% | +17.8% | -3.5% | +8.9% |
| 1Y | +8.7% | +24.2% | -15.5% | +2.1% |
| 3Y | +30.0% | +84.7% | -54.7% | +8.9% |
| 5Y | +28.4% | +103.2% | -74.8% | +3.5% |
| All | +52.4% | +251.0% | -198.6% | +3.5% |
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