-3.1%
CMS vs CCEP
+32.5%
-35.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.6% | +0.2% |
| 7D | -0.9% | +1.7% | -2.6% | -1.3% |
| 30D | +7.1% | +12.7% | -5.6% | +4.1% |
| 3M | -1.3% | +8.5% | -9.8% | -3.2% |
| 6M | -2.7% | +25.6% | -28.2% | -7.9% |
| YTD | +2.6% | +30.9% | -28.3% | -3.0% |
| All | -3.1% | +32.5% | -35.6% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling