-28.0%
CMCSA vs CCEP
+108.8%
-136.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.1% |
| 7D | +2.7% | +1.7% | +1.0% | +2.1% |
| 30D | +18.6% | +12.7% | +5.9% | +14.1% |
| 3M | -1.8% | +8.5% | -10.3% | -4.5% |
| 6M | -0.7% | +25.6% | -26.2% | -7.5% |
| YTD | -7.8% | +30.9% | -38.7% | -15.6% |
| 1Y | +0.7% | +32.0% | -31.2% | -8.0% |
| 3Y | -28.0% | +110.9% | -138.9% | -45.8% |
| All | -28.0% | +108.8% | -136.8% | -45.8% |
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