+79.1%
CME vs CCEP
+105.1%
-26.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.4% |
| 7D | -1.6% | -3.1% | +1.5% | -0.9% |
| 30D | +6.2% | -2.6% | +8.8% | +6.8% |
| 3M | +10.4% | +14.9% | -4.5% | +7.2% |
| 6M | -9.5% | +2.3% | -11.8% | -10.1% |
| YTD | +6.0% | +17.8% | -11.8% | +2.0% |
| 1Y | +9.3% | +24.2% | -14.9% | +3.7% |
| 3Y | +57.7% | +84.7% | -27.1% | +36.7% |
| All | +79.1% | +105.1% | -26.0% | +46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling