+136.2%
CMS vs CCEP
+336.4%
-200.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -1.3% | -0.3% | -1.0% | -1.2% |
| 30D | +5.3% | +11.0% | -5.7% | +2.3% |
| 3M | -0.3% | +9.2% | -9.5% | -2.8% |
| 6M | -4.0% | +27.2% | -31.2% | -10.3% |
| YTD | +2.1% | +30.3% | -28.2% | -5.4% |
| 1Y | -4.7% | +28.7% | -33.4% | -11.5% |
| 3Y | +36.8% | +109.4% | -72.6% | +10.8% |
| 5Y | +34.9% | +144.1% | -109.2% | +3.5% |
| All | +136.2% | +336.4% | -200.2% | +53.3% |
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