+140.2%
CMS vs CCEP
+342.6%
-202.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.3% |
| 7D | +1.7% | +2.1% | -0.4% | +1.2% |
| 30D | +6.2% | +10.6% | -4.4% | +3.3% |
| 3M | +0.6% | +10.3% | -9.7% | -2.1% |
| 6M | -1.8% | +31.1% | -32.8% | -8.9% |
| YTD | +3.8% | +32.1% | -28.3% | -4.2% |
| 1Y | -1.8% | +32.8% | -34.6% | -9.5% |
| 3Y | +39.8% | +111.3% | -71.5% | +13.0% |
| 5Y | +37.1% | +147.5% | -110.4% | +4.8% |
| All | +140.2% | +342.6% | -202.4% | +55.3% |
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