+19,478.9%
CMI vs CCEP
+6,869.6%
+12,609.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.1% | +5.9% | +3.8% |
| 7D | -0.7% | -3.1% | +2.3% | +0.2% |
| 30D | -13.4% | -2.6% | -10.8% | -12.9% |
| 3M | -17.0% | +14.9% | -31.9% | -21.0% |
| 6M | -1.6% | +2.3% | -3.9% | -2.9% |
| YTD | +11.0% | +17.8% | -6.9% | +4.5% |
| 1Y | +41.9% | +24.2% | +17.7% | +31.0% |
| 3Y | +151.8% | +84.7% | +67.1% | +103.1% |
| 5Y | +163.6% | +103.2% | +60.4% | +104.2% |
| 10Y | +472.9% | +257.4% | +215.5% | +257.9% |
| All | +19,478.9% | +6,869.6% | +12,609.2% | +5,865.0% |
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