+35.7%
COF vs CCEP
+147.2%
-111.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.2% |
| 7D | -3.4% | +2.1% | -5.5% | -4.2% |
| 30D | +0.4% | +10.6% | -10.2% | -4.2% |
| 3M | -12.5% | +10.3% | -22.9% | -16.6% |
| 6M | +8.3% | +31.1% | -22.8% | -4.8% |
| YTD | -18.6% | +32.1% | -50.7% | -29.4% |
| 1Y | -8.6% | +32.8% | -41.4% | -21.1% |
| 3Y | +94.7% | +111.3% | -16.7% | +24.0% |
| All | +35.7% | +147.2% | -111.5% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling