+475.2%
COR vs CCEP
+336.4%
+138.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | +2.9% | -0.3% | +3.2% | +3.0% |
| 30D | +5.8% | +11.0% | -5.1% | +2.2% |
| 3M | +11.4% | +9.2% | +2.2% | +8.1% |
| 6M | +34.5% | +27.2% | +7.3% | +24.0% |
| YTD | +4.1% | +30.3% | -26.2% | -5.3% |
| 1Y | -3.1% | +28.7% | -31.8% | -11.5% |
| 3Y | +80.9% | +109.4% | -28.6% | +39.2% |
| 5Y | +195.1% | +144.1% | +51.1% | +111.5% |
| All | +475.2% | +336.4% | +138.7% | +241.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling