+3,231.7%
CLS vs CCEP
+820.4%
+2,411.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +1.8% |
| 7D | +4.6% | -3.1% | +7.6% | +5.6% |
| 30D | -13.9% | -2.6% | -11.3% | -13.3% |
| 3M | -26.6% | +14.9% | -41.5% | -30.3% |
| 6M | +15.4% | +2.3% | +13.2% | +13.7% |
| YTD | +5.7% | +17.8% | -12.2% | -1.0% |
| 1Y | +41.1% | +24.2% | +16.9% | +29.1% |
| 3Y | +1,228.6% | +84.7% | +1,143.9% | +944.2% |
| 5Y | +3,240.6% | +103.2% | +3,137.4% | +2,430.6% |
| 10Y | +2,760.3% | +257.4% | +2,503.0% | +1,679.2% |
| All | +3,231.7% | +820.4% | +2,411.3% | +1,311.4% |
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