+512.3%
COR vs CCEP
+299.9%
+212.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +3.3% |
| 7D | +2.3% | +1.7% | +0.7% | +1.8% |
| 30D | +6.8% | +12.7% | -5.9% | +2.8% |
| 3M | +8.1% | +8.5% | -0.4% | +5.2% |
| 6M | +33.0% | +25.6% | +7.4% | +23.5% |
| YTD | +3.0% | +30.9% | -27.9% | -6.1% |
| 1Y | -3.4% | +32.0% | -35.4% | -12.2% |
| 3Y | +80.1% | +110.9% | -30.8% | +39.8% |
| 5Y | +194.7% | +138.5% | +56.3% | +115.8% |
| 10Y | +512.3% | +302.3% | +210.0% | +269.8% |
| All | +512.3% | +299.9% | +212.4% | +269.8% |
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