+20.2%
CLF vs CCEP
+36.9%
-16.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +3.8% | -13.0% | -8.5% |
| 7D | -7.9% | +4.2% | -12.1% | -7.1% |
| 30D | +5.2% | +14.2% | -8.9% | +5.8% |
| 3M | +4.3% | +9.1% | -4.8% | +5.1% |
| 6M | +25.3% | +26.9% | -1.6% | +20.0% |
| YTD | -3.3% | +29.1% | -32.4% | -8.7% |
| 1Y | +20.2% | +36.8% | -16.5% | +13.1% |
| All | +20.2% | +36.9% | -16.7% | +13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling