+6,781.2%
CME vs CCEP
+1,511.9%
+5,269.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.9% |
| 7D | -1.6% | -3.1% | +1.5% | -0.4% |
| 30D | +6.2% | -2.6% | +8.8% | +7.3% |
| 3M | +10.4% | +14.9% | -4.5% | +4.6% |
| 6M | -9.5% | +2.3% | -11.8% | -10.8% |
| YTD | +6.0% | +17.8% | -11.8% | -1.2% |
| 1Y | +9.3% | +24.2% | -14.9% | -0.4% |
| 3Y | +57.7% | +84.7% | -27.1% | +21.5% |
| 5Y | +77.7% | +103.2% | -25.5% | +28.7% |
| 10Y | +281.2% | +257.4% | +23.9% | +108.9% |
| All | +6,781.2% | +1,511.9% | +5,269.3% | +1,522.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling