+113.0%
COP vs CCEP
+148.1%
-35.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | -11.5% | +2.6% | -14.1% | -11.8% |
| 30D | +5.0% | +15.1% | -10.2% | +3.3% |
| 3M | +17.5% | +7.3% | +10.2% | +16.5% |
| 6M | +16.2% | +23.4% | -7.2% | +12.9% |
| YTD | +48.8% | +29.4% | +19.4% | +42.5% |
| 1Y | +64.1% | +34.2% | +29.9% | +56.0% |
| 3Y | +25.7% | +108.4% | -82.7% | +8.5% |
| All | +113.0% | +148.1% | -35.1% | +74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling