+2,336.0%
CLX vs CCEP
+6,869.6%
-4,533.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -0.7% |
| 7D | -9.2% | -3.1% | -6.2% | -8.7% |
| 30D | -11.0% | -2.6% | -8.5% | -10.7% |
| 3M | +5.0% | +14.9% | -9.9% | +2.4% |
| 6M | -18.8% | +2.3% | -21.1% | -19.2% |
| YTD | -4.4% | +17.8% | -22.3% | -7.2% |
| 1Y | -21.9% | +24.2% | -46.1% | -24.9% |
| 3Y | -32.8% | +84.7% | -117.5% | -39.8% |
| 5Y | -34.6% | +103.2% | -137.8% | -42.9% |
| 10Y | -4.7% | +257.4% | -262.1% | -27.7% |
| All | +2,336.0% | +6,869.6% | -4,533.6% | +829.1% |
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