+4,850.5%
CL vs CCEP
+6,869.6%
-2,019.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -0.7% |
| 7D | -2.2% | -3.1% | +0.9% | -1.5% |
| 30D | -4.8% | -2.6% | -2.2% | -4.3% |
| 3M | +4.9% | +14.9% | -10.0% | +1.5% |
| 6M | -5.7% | +2.3% | -8.0% | -6.3% |
| YTD | +14.4% | +17.8% | -3.5% | +10.0% |
| 1Y | +8.7% | +24.2% | -15.5% | +3.4% |
| 3Y | +30.0% | +84.7% | -54.7% | +12.4% |
| 5Y | +28.4% | +103.2% | -74.8% | +7.5% |
| 10Y | +50.1% | +257.4% | -207.3% | +7.5% |
| All | +4,850.5% | +6,869.6% | -2,019.2% | +1,599.4% |
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 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