+838.1%
CLS vs CCEP
+113.9%
+724.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.4% | -6.8% | -5.1% |
| 7D | +16.3% | +2.1% | +14.2% | +16.8% |
| 30D | -25.7% | +10.6% | -36.3% | -24.0% |
| 3M | -30.9% | +10.3% | -41.2% | -29.1% |
| 6M | -35.5% | +31.1% | -66.6% | -33.1% |
| YTD | -18.7% | +32.1% | -50.8% | -14.7% |
| 1Y | -17.9% | +32.8% | -50.7% | -13.9% |
| 3Y | +838.1% | +111.3% | +726.8% | +864.3% |
| All | +838.1% | +113.9% | +724.2% | +864.3% |
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