-41.8%
CLF vs CCEP
+147.2%
-189.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.6% | -3.7% |
| 7D | +10.4% | +2.1% | +8.3% | +9.7% |
| 30D | +0.6% | +10.6% | -10.0% | -3.5% |
| 3M | +4.1% | +10.3% | -6.2% | -0.3% |
| 6M | +15.1% | +31.1% | -16.0% | +1.6% |
| YTD | -4.7% | +32.1% | -36.9% | -16.5% |
| 1Y | +20.4% | +32.8% | -12.5% | +5.1% |
| 3Y | -23.4% | +111.3% | -134.7% | -49.9% |
| All | -41.8% | +147.2% | -189.0% | -64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling