-2.8%
CMS vs CCEP
+32.6%
-35.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | +0.5% | +5.4% | -4.9% | -0.8% |
| 30D | +7.4% | +12.8% | -5.3% | +4.5% |
| 3M | +1.9% | +10.9% | -9.0% | -0.6% |
| 6M | -2.3% | +25.6% | -28.0% | -7.6% |
| YTD | +3.0% | +31.0% | -28.0% | -2.7% |
| 1Y | -2.8% | +32.3% | -35.0% | -8.6% |
| All | -2.8% | +32.6% | -35.3% | -8.6% |
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