+1,812.7%
CNP vs CCEP
+6,869.6%
-5,057.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.1% |
| 7D | +1.1% | -3.1% | +4.2% | +1.8% |
| 30D | -1.8% | -2.6% | +0.8% | -1.3% |
| 3M | -4.6% | +14.9% | -19.6% | -7.8% |
| 6M | -8.8% | +2.3% | -11.1% | -9.6% |
| YTD | +5.2% | +17.8% | -12.6% | +0.9% |
| 1Y | +8.3% | +24.2% | -15.9% | +2.4% |
| 3Y | +54.9% | +84.7% | -29.8% | +33.0% |
| 5Y | +73.5% | +103.2% | -29.7% | +44.0% |
| 10Y | +139.1% | +257.4% | -118.2% | +74.0% |
| All | +1,812.7% | +6,869.6% | -5,057.0% | +745.4% |
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