+9.3%
CME vs CCEP
+24.3%
-15.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.3% |
| 7D | -1.6% | -3.1% | +1.5% | -1.1% |
| 30D | +6.2% | -2.6% | +8.8% | +6.7% |
| 3M | +10.4% | +14.9% | -4.5% | +8.8% |
| 6M | -9.5% | +2.3% | -11.8% | -9.3% |
| YTD | +6.0% | +17.8% | -11.8% | +3.6% |
| 1Y | +9.3% | +24.2% | -14.9% | +5.8% |
| All | +9.3% | +24.3% | -15.0% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling