+618.5%
CLF vs CCEP
+7,629.5%
-7,011.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +1.3% | -13.5% | -12.7% |
| 7D | -21.0% | +5.7% | -26.7% | -22.8% |
| 30D | -8.0% | +15.3% | -23.3% | -13.4% |
| 3M | -10.9% | +8.0% | -18.9% | -14.4% |
| 6M | +5.8% | +26.7% | -20.9% | -4.8% |
| YTD | -15.1% | +30.7% | -45.8% | -24.7% |
| 1Y | +7.2% | +36.5% | -29.3% | -6.5% |
| 3Y | -34.2% | +111.1% | -145.3% | -52.2% |
| 5Y | -49.6% | +149.7% | -199.3% | -65.9% |
| 10Y | +109.9% | +305.3% | -195.4% | +18.4% |
| All | +618.5% | +7,629.5% | -7,011.0% | +105.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling