+47.8%
COF vs CCEP
+105.2%
-57.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.1% | -0.3% |
| 7D | -2.7% | -3.7% | +1.0% | -1.1% |
| 30D | -3.4% | -2.1% | -1.3% | -2.5% |
| 3M | +15.4% | +7.2% | +8.2% | +11.6% |
| 6M | +14.4% | +3.3% | +11.1% | +12.2% |
| YTD | -12.0% | +15.7% | -27.7% | -18.7% |
| 1Y | -3.7% | +16.6% | -20.3% | -11.7% |
| 3Y | +121.1% | +84.3% | +36.8% | +51.9% |
| 5Y | +47.8% | +109.0% | -61.2% | -8.6% |
| All | +47.8% | +105.2% | -57.4% | -8.6% |
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