+3,860.6%
CLS vs CCEP
+107.2%
+3,753.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.1% | +6.7% | +6.6% |
| 7D | +10.9% | -2.8% | +13.8% | +12.0% |
| 30D | +2.1% | -4.0% | +6.1% | +3.3% |
| 3M | -10.2% | +5.2% | -15.4% | -12.2% |
| 6M | +30.4% | +2.7% | +27.7% | +28.2% |
| YTD | +17.2% | +14.5% | +2.7% | +10.3% |
| 1Y | +41.0% | +17.2% | +23.9% | +30.4% |
| 3Y | +1,338.0% | +79.3% | +1,258.6% | +903.8% |
| All | +3,860.6% | +107.2% | +3,753.4% | +2,433.6% |
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