+63.2%
CME vs CCEP
+109.7%
-46.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.2% |
| 7D | +0.9% | +2.6% | -1.7% | +0.3% |
| 30D | +13.2% | +15.1% | -2.0% | +10.0% |
| 3M | +16.3% | +7.3% | +9.0% | +14.5% |
| 6M | +7.1% | +23.4% | -16.3% | +2.8% |
| YTD | +15.8% | +29.4% | -13.6% | +9.7% |
| 1Y | +17.1% | +34.2% | -17.2% | +10.0% |
| 3Y | +63.2% | +108.4% | -45.2% | +51.4% |
| All | +63.2% | +109.7% | -46.6% | +51.4% |
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 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