+830.2%
COHR vs CCEP
+82.4%
+747.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | +8.3% | -2.8% | +11.2% | +8.1% |
| 30D | -14.1% | -4.0% | -10.1% | -14.4% |
| 3M | -16.0% | +5.2% | -21.2% | -16.7% |
| 6M | +21.5% | +2.7% | +18.8% | +20.2% |
| YTD | +65.4% | +14.5% | +50.9% | +63.7% |
| 1Y | +195.0% | +17.2% | +177.9% | +190.7% |
| 3Y | +830.2% | +79.3% | +750.8% | +645.1% |
| All | +830.2% | +82.4% | +747.8% | +645.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling