+121.0%
CMI vs CCEP
+113.9%
+7.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.8% |
| 7D | +0.5% | +2.1% | -1.6% | +0.4% |
| 30D | -14.0% | +10.6% | -24.6% | -14.7% |
| 3M | -28.1% | +10.3% | -38.5% | -28.7% |
| 6M | -35.8% | +31.1% | -66.9% | -38.3% |
| YTD | -10.5% | +32.1% | -42.6% | -13.7% |
| 1Y | -1.9% | +32.8% | -34.7% | -5.5% |
| 3Y | +121.0% | +111.3% | +9.7% | +82.2% |
| All | +121.0% | +113.9% | +7.1% | +82.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling