+282.1%
CME vs CCEP
+244.1%
+38.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.3% |
| 7D | -2.9% | -1.0% | -1.9% | -2.6% |
| 30D | +5.5% | -1.6% | +7.1% | +6.0% |
| 3M | +11.0% | +11.9% | -0.9% | +6.9% |
| 6M | -9.7% | +7.5% | -17.1% | -12.1% |
| YTD | +4.9% | +18.7% | -13.9% | -1.5% |
| 1Y | +10.1% | +21.4% | -11.3% | +2.5% |
| 3Y | +53.5% | +89.1% | -35.6% | +21.7% |
| 5Y | +77.2% | +108.7% | -31.5% | +32.8% |
| 10Y | +282.1% | +241.0% | +41.2% | +149.4% |
| All | +282.1% | +244.1% | +38.1% | +149.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling