+40.8%
CL vs CCEP
+139.0%
-98.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +2.6% | +5.4% | -2.8% | +0.7% |
| 30D | +11.8% | +12.8% | -1.0% | +7.2% |
| 3M | +5.9% | +10.9% | -5.0% | +2.1% |
| 6M | +13.3% | +25.6% | -12.3% | +4.6% |
| YTD | +27.1% | +31.0% | -3.9% | +15.7% |
| 1Y | +28.0% | +32.3% | -4.3% | +16.1% |
| 3Y | +39.4% | +110.5% | -71.1% | +9.7% |
| 5Y | +40.8% | +141.8% | -101.0% | +5.4% |
| All | +40.8% | +139.0% | -98.2% | +5.4% |
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 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