+51.6%
COHR vs CCEP
+36.9%
+14.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.8% | -9.8% | -3.1% |
| 7D | -18.6% | +4.2% | -22.8% | -15.5% |
| 30D | -41.5% | +14.2% | -55.7% | -35.5% |
| 3M | -39.7% | +9.1% | -48.9% | -34.4% |
| 6M | -40.9% | +26.9% | -67.7% | -35.3% |
| YTD | +5.7% | +29.1% | -23.4% | +29.0% |
| 1Y | +51.6% | +36.8% | +14.8% | +89.2% |
| All | +51.6% | +36.9% | +14.7% | +89.2% |
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