-5.1%
COF vs CCEP
+36.9%
-42.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.8% | -5.0% | -1.7% |
| 7D | +0.7% | +4.2% | -3.5% | +0.1% |
| 30D | +5.7% | +14.2% | -8.4% | +3.4% |
| 3M | -6.7% | +9.1% | -15.9% | -8.1% |
| 6M | +9.5% | +26.9% | -17.4% | +6.1% |
| YTD | -13.9% | +29.1% | -43.0% | -16.8% |
| 1Y | -5.1% | +36.8% | -41.8% | -10.8% |
| All | -5.1% | +36.9% | -42.0% | -10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling