+4,100.0%
CMG vs CCEP
+1,697.5%
+2,402.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -0.5% |
| 7D | -2.8% | -3.1% | +0.2% | -1.8% |
| 30D | +7.1% | -2.6% | +9.7% | +8.1% |
| 3M | +31.2% | +14.9% | +16.2% | +25.2% |
| 6M | +0.7% | +2.3% | -1.6% | -0.2% |
| YTD | -0.1% | +17.8% | -18.0% | -5.8% |
| 1Y | -10.7% | +24.2% | -35.0% | -17.6% |
| 3Y | -4.7% | +84.7% | -89.4% | -24.3% |
| 5Y | -3.8% | +103.2% | -106.9% | -27.1% |
| 10Y | +352.5% | +257.4% | +95.1% | +168.1% |
| All | +4,100.0% | +1,697.5% | +2,402.5% | +1,245.1% |
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 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