+4,560.7%
COP vs CCEP
+7,553.0%
-2,992.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | -11.5% | +2.6% | -14.1% | -12.2% |
| 30D | +5.0% | +15.1% | -10.2% | +1.3% |
| 3M | +17.5% | +7.3% | +10.2% | +15.2% |
| 6M | +16.2% | +23.4% | -7.2% | +9.8% |
| YTD | +48.8% | +29.4% | +19.4% | +38.2% |
| 1Y | +64.1% | +34.2% | +29.9% | +51.0% |
| 3Y | +25.7% | +108.4% | -82.7% | +2.8% |
| 5Y | +114.4% | +147.3% | -32.9% | +65.6% |
| 10Y | +331.7% | +301.3% | +30.3% | +198.0% |
| All | +4,560.7% | +7,553.0% | -2,992.3% | +1,812.0% |
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