+465.5%
CMS vs CCEP
+7,553.0%
-7,087.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.9% |
| 7D | -1.3% | +2.6% | -3.9% | -1.8% |
| 30D | +6.3% | +15.1% | -8.8% | +3.3% |
| 3M | -2.1% | +7.3% | -9.3% | -3.5% |
| 6M | -5.1% | +23.4% | -28.5% | -9.2% |
| YTD | +1.3% | +29.4% | -28.2% | -4.3% |
| 1Y | -1.4% | +34.2% | -35.6% | -7.5% |
| 3Y | +36.9% | +108.4% | -71.4% | +17.1% |
| 5Y | +32.5% | +147.3% | -114.7% | +8.4% |
| 10Y | +126.8% | +301.3% | -174.6% | +64.3% |
| All | +465.5% | +7,553.0% | -7,087.5% | +117.5% |
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 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