+459.7%
CMS vs CCEP
+6,869.6%
-6,410.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | +0.4% |
| 7D | +0.4% | -3.1% | +3.4% | +1.0% |
| 30D | -3.6% | -2.6% | -1.0% | -3.1% |
| 3M | -1.9% | +14.9% | -16.8% | -4.8% |
| 6M | -11.0% | +2.3% | -13.2% | -11.6% |
| YTD | +0.2% | +17.8% | -17.7% | -3.4% |
| 1Y | -1.3% | +24.2% | -25.5% | -5.9% |
| 3Y | +35.9% | +84.7% | -48.8% | +19.1% |
| 5Y | +23.1% | +103.2% | -80.1% | +4.7% |
| 10Y | +117.9% | +257.4% | -139.5% | +61.6% |
| All | +459.7% | +6,869.6% | -6,410.0% | +119.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling