-5.7%
CMG vs CCEP
+105.2%
-110.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | 0.0% | -1.6% |
| 7D | -6.5% | -3.7% | -2.8% | -5.2% |
| 30D | +12.1% | -2.1% | +14.2% | +13.0% |
| 3M | +20.6% | +7.2% | +13.4% | +17.8% |
| 6M | +2.1% | +3.3% | -1.2% | +0.9% |
| YTD | -2.6% | +15.7% | -18.3% | -7.7% |
| 1Y | -8.7% | +16.6% | -25.3% | -13.8% |
| 3Y | -7.4% | +84.3% | -91.6% | -28.7% |
| 5Y | -5.7% | +109.0% | -114.7% | -33.1% |
| All | -5.7% | +105.2% | -110.9% | -33.1% |
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 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