+166.6%
CMI vs CCEP
+107.6%
+59.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.4% |
| 7D | +0.7% | -3.7% | +4.4% | +1.8% |
| 30D | -12.3% | -2.1% | -10.2% | -11.9% |
| 3M | -16.8% | +7.2% | -24.0% | -19.2% |
| 6M | +1.5% | +3.3% | -1.8% | -0.4% |
| YTD | +9.8% | +15.7% | -5.9% | +3.4% |
| 1Y | +42.6% | +16.6% | +26.0% | +33.4% |
| 3Y | +151.0% | +84.3% | +66.7% | +88.2% |
| All | +166.6% | +107.6% | +59.1% | +80.2% |
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 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