+321.2%
CMG vs CCEP
+236.5%
+84.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | -3.8% | -5.7% | +1.9% | -2.0% |
| 30D | +12.9% | -3.4% | +16.3% | +14.1% |
| 3M | +18.8% | +5.5% | +13.3% | +16.9% |
| 6M | +4.1% | +2.2% | +1.8% | +3.3% |
| YTD | -2.4% | +14.6% | -17.0% | -6.5% |
| 1Y | -6.7% | +18.9% | -25.6% | -11.8% |
| 3Y | -7.1% | +82.6% | -89.7% | -24.3% |
| 5Y | -5.0% | +107.0% | -112.0% | -26.7% |
| All | +321.2% | +236.5% | +84.7% | +203.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling