+332.6%
CMI vs CCEP
+342.6%
-10.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.2% |
| 7D | +0.5% | +2.1% | -1.6% | -0.2% |
| 30D | -14.0% | +10.6% | -24.6% | -17.1% |
| 3M | -28.1% | +10.3% | -38.5% | -30.8% |
| 6M | -35.8% | +31.1% | -66.9% | -42.2% |
| YTD | -10.5% | +32.1% | -42.6% | -19.7% |
| 1Y | -1.9% | +32.8% | -34.7% | -12.2% |
| 3Y | +121.0% | +111.3% | +9.7% | +63.2% |
| 5Y | +114.6% | +147.5% | -32.9% | +46.7% |
| All | +332.6% | +342.6% | -10.0% | +150.1% |
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 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