+37.4%
CMI vs CCEP
+18.3%
+19.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -0.7% | -2.8% | +2.1% | -0.9% |
| 30D | -12.4% | -4.0% | -8.4% | -12.7% |
| 3M | -14.8% | +5.2% | -20.0% | -14.9% |
| 6M | +0.8% | +2.7% | -1.9% | -1.0% |
| YTD | +10.2% | +14.5% | -4.3% | +13.4% |
| 1Y | +37.4% | +17.2% | +20.3% | +40.7% |
| All | +37.4% | +18.3% | +19.1% | +40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling