-17.5%
CLF vs CCEP
+85.5%
-103.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.1% | +4.9% | +2.3% |
| 7D | +7.6% | -3.1% | +10.6% | +8.1% |
| 30D | -1.2% | -2.6% | +1.4% | -0.8% |
| 3M | -13.4% | +14.9% | -28.3% | -16.3% |
| 6M | +15.4% | +2.3% | +13.2% | +14.0% |
| YTD | -5.9% | +17.8% | -23.7% | -9.7% |
| 1Y | +18.8% | +24.2% | -5.4% | +12.2% |
| All | -17.5% | +85.5% | -103.0% | -35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling