+5,587.9%
CNQ vs CCEP
+1,720.7%
+3,867.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.7% |
| 7D | -0.7% | -5.7% | +5.1% | +1.7% |
| 30D | +6.7% | -3.4% | +10.1% | +8.1% |
| 3M | +12.8% | +5.5% | +7.3% | +9.6% |
| 6M | +13.3% | +2.2% | +11.1% | +10.7% |
| YTD | +53.1% | +14.6% | +38.4% | +42.1% |
| 1Y | +66.1% | +18.9% | +47.1% | +51.2% |
| 3Y | +75.4% | +82.6% | -7.2% | +30.6% |
| 5Y | +288.1% | +107.0% | +181.1% | +166.9% |
| 10Y | +423.6% | +235.1% | +188.5% | +198.7% |
| All | +5,587.9% | +1,720.7% | +3,867.2% | +1,652.4% |
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