+195.0%
COHR vs CCEP
+18.3%
+176.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.1% |
| 7D | +8.3% | -2.8% | +11.2% | +6.8% |
| 30D | -14.1% | -4.0% | -10.1% | -15.5% |
| 3M | -16.0% | +5.2% | -21.2% | -15.3% |
| 6M | +21.5% | +2.7% | +18.8% | +19.2% |
| YTD | +65.4% | +14.5% | +50.9% | +82.9% |
| 1Y | +195.0% | +17.2% | +177.9% | +236.8% |
| All | +195.0% | +18.3% | +176.7% | +236.8% |
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