+696.9%
CLF vs CCEP
+6,869.6%
-6,172.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.1% | +4.9% | +3.0% |
| 7D | +7.6% | -3.1% | +10.6% | +8.8% |
| 30D | -1.2% | -2.6% | +1.4% | -0.4% |
| 3M | -13.4% | +14.9% | -28.3% | -18.4% |
| 6M | +15.4% | +2.3% | +13.2% | +13.7% |
| YTD | -5.9% | +17.8% | -23.7% | -12.3% |
| 1Y | +18.8% | +24.2% | -5.4% | +7.9% |
| 3Y | -19.4% | +84.7% | -104.1% | -37.9% |
| 5Y | -47.7% | +103.2% | -150.9% | -61.5% |
| 10Y | +130.4% | +257.4% | -127.0% | +37.5% |
| All | +696.9% | +6,869.6% | -6,172.8% | +139.1% |
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