+1,298.9%
COHR vs CCEP
+236.1%
+1,062.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | +8.3% | -2.8% | +11.2% | +9.4% |
| 30D | -14.1% | -4.0% | -10.1% | -13.2% |
| 3M | -16.0% | +5.2% | -21.2% | -18.6% |
| 6M | +21.5% | +2.7% | +18.8% | +18.4% |
| YTD | +65.4% | +14.5% | +50.9% | +54.3% |
| 1Y | +195.0% | +17.2% | +177.9% | +171.1% |
| 3Y | +830.2% | +79.3% | +750.8% | +596.8% |
| 5Y | +397.1% | +106.8% | +290.3% | +246.9% |
| All | +1,298.9% | +236.1% | +1,062.7% | +733.9% |
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