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  • COHR vs CCEP✓SelectedUSD · CCEPCOHR vs CCEP performance historyLatest closeAs of-3.40%09/10
Stock and ETF performance explorer

COHR vs CCEP

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+62,442.9%
CCEP return
+6,679.8%
Excess return
+55,763.1%
Maximum drawdown
-80.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCCEPExcessAlpha
1D-3.4%-0.9%-2.5%-3.2%
7D+10.9%-5.7%+16.6%+12.4%
30D-10.8%-3.4%-7.4%-10.3%
3M-17.4%+5.5%-22.9%-19.0%
6M+12.5%+2.2%+10.3%+10.9%
YTD+58.8%+14.6%+44.2%+52.2%
1Y+183.3%+18.9%+164.4%+168.1%
3Y+783.0%+82.6%+700.4%+646.1%
5Y+377.2%+107.0%+270.3%+291.3%
10Y+1,261.0%+235.1%+1,026.0%+883.4%
All+62,442.9%+6,679.8%+55,763.1%+30,430.5%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling