+138.1%
CMS vs CCEP
+315.0%
-176.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | +0.5% | +5.4% | -4.9% | -0.9% |
| 30D | +7.4% | +12.8% | -5.3% | +4.0% |
| 3M | +1.9% | +10.9% | -9.0% | -1.1% |
| 6M | -2.3% | +25.6% | -28.0% | -8.4% |
| YTD | +3.0% | +31.0% | -28.0% | -4.8% |
| 1Y | -2.8% | +32.3% | -35.0% | -10.4% |
| 3Y | +37.9% | +110.5% | -72.6% | +11.5% |
| 5Y | +34.0% | +141.8% | -107.9% | +3.0% |
| 10Y | +138.1% | +341.1% | -203.0% | +52.9% |
| All | +138.1% | +315.0% | -176.9% | +52.9% |
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