+99.7%
CLF vs CCEP
+301.0%
-201.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.2% |
| 7D | -19.6% | +2.6% | -22.1% | -20.9% |
| 30D | -5.0% | +15.1% | -20.1% | -12.4% |
| 3M | -6.3% | +7.3% | -13.6% | -10.9% |
| 6M | +2.8% | +23.4% | -20.6% | -10.0% |
| YTD | -13.7% | +29.4% | -43.1% | -26.6% |
| 1Y | +13.6% | +34.2% | -20.7% | -5.5% |
| 3Y | -34.0% | +108.4% | -142.3% | -58.8% |
| 5Y | -48.7% | +147.3% | -196.0% | -71.5% |
| All | +99.7% | +301.0% | -201.3% | +5.5% |
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