+240.0%
COF vs CCEP
+236.5%
+3.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.2% |
| 7D | -6.1% | -5.7% | -0.3% | -2.8% |
| 30D | -5.2% | -3.4% | -1.8% | -3.3% |
| 3M | +17.0% | +5.5% | +11.5% | +12.9% |
| 6M | +12.9% | +2.2% | +10.7% | +10.5% |
| YTD | -13.5% | +14.6% | -28.2% | -21.7% |
| 1Y | -5.9% | +18.9% | -24.8% | -16.9% |
| 3Y | +117.1% | +82.6% | +34.5% | +40.8% |
| 5Y | +45.4% | +107.0% | -61.6% | -15.3% |
| All | +240.0% | +236.5% | +3.5% | +63.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling