+4,492.0%
COP vs CCEP
+6,869.6%
-2,377.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.3% |
| 7D | +3.0% | -3.1% | +6.1% | +3.7% |
| 30D | +17.5% | -2.6% | +20.1% | +18.1% |
| 3M | +13.4% | +14.9% | -1.6% | +9.2% |
| 6M | +17.7% | +2.3% | +15.5% | +16.3% |
| YTD | +46.6% | +17.8% | +28.7% | +39.6% |
| 1Y | +44.6% | +24.2% | +20.4% | +35.7% |
| 3Y | +20.7% | +84.7% | -64.0% | +1.8% |
| 5Y | +185.0% | +103.2% | +81.9% | +131.4% |
| 10Y | +347.0% | +257.4% | +89.6% | +217.8% |
| All | +4,492.0% | +6,869.6% | -2,377.7% | +1,831.4% |
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