+121.7%
CMS vs CCEP
+301.0%
-179.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.9% |
| 7D | -1.3% | +2.6% | -3.9% | -2.0% |
| 30D | +6.3% | +15.1% | -8.8% | +2.3% |
| 3M | -2.1% | +7.3% | -9.3% | -4.0% |
| 6M | -5.1% | +23.4% | -28.5% | -10.6% |
| YTD | +1.3% | +29.4% | -28.2% | -6.1% |
| 1Y | -1.4% | +34.2% | -35.6% | -9.5% |
| 3Y | +36.9% | +108.4% | -71.4% | +11.0% |
| 5Y | +32.5% | +147.3% | -114.7% | +1.1% |
| All | +121.7% | +301.0% | -179.3% | +45.5% |
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