+4,872.3%
CNC vs CCEP
+1,958.1%
+2,914.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.0% |
| 7D | +2.2% | +2.1% | +0.1% | +1.5% |
| 30D | +1.6% | +10.6% | -9.0% | -1.8% |
| 3M | +7.9% | +10.3% | -2.4% | +4.3% |
| 6M | +21.2% | +31.1% | -9.9% | +10.4% |
| YTD | +73.2% | +32.1% | +41.1% | +56.4% |
| 1Y | +97.5% | +32.8% | +64.7% | +78.0% |
| 3Y | -1.2% | +111.3% | -112.5% | -24.9% |
| 5Y | -6.1% | +147.5% | -153.6% | -33.5% |
| 10Y | +181.3% | +338.1% | -156.8% | +56.5% |
| All | +4,872.3% | +1,958.1% | +2,914.2% | +1,368.7% |
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