+66.4%
CME vs CCEP
+113.9%
-47.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.5% |
| 7D | +3.9% | +2.1% | +1.8% | +3.5% |
| 30D | +11.3% | +10.6% | +0.8% | +9.0% |
| 3M | +19.6% | +10.3% | +9.2% | +17.1% |
| 6M | +8.1% | +31.1% | -23.0% | +2.5% |
| YTD | +20.4% | +32.1% | -11.7% | +13.5% |
| 1Y | +16.5% | +32.8% | -16.3% | +9.7% |
| 3Y | +66.4% | +111.3% | -44.9% | +54.1% |
| All | +66.4% | +113.9% | -47.4% | +54.1% |
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