+13.6%
CLF vs CCEP
+36.6%
-23.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.5% |
| 7D | -19.6% | +2.6% | -22.1% | -19.0% |
| 30D | -5.0% | +15.1% | -20.1% | -4.5% |
| 3M | -6.3% | +7.3% | -13.6% | -5.3% |
| 6M | +2.8% | +23.4% | -20.6% | -0.7% |
| YTD | -13.7% | +29.4% | -43.1% | -19.0% |
| 1Y | +13.6% | +34.2% | -20.7% | +5.0% |
| All | +13.6% | +36.6% | -23.1% | +5.0% |
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