+10.1%
CME vs CCEP
+23.2%
-13.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.2% |
| 7D | -2.9% | -1.0% | -1.9% | -2.7% |
| 30D | +5.5% | -1.6% | +7.1% | +5.8% |
| 3M | +11.0% | +11.9% | -0.9% | +9.4% |
| 6M | -9.7% | +7.5% | -17.1% | -10.2% |
| YTD | +4.9% | +18.7% | -13.9% | +2.0% |
| 1Y | +10.1% | +21.4% | -11.3% | +6.6% |
| All | +10.1% | +23.2% | -13.2% | +6.6% |
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