-4.5%
COR vs CCEP
+32.5%
-37.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +3.4% |
| 7D | +2.3% | +1.7% | +0.7% | +1.9% |
| 30D | +6.8% | +12.7% | -5.9% | +4.4% |
| 3M | +8.1% | +8.5% | -0.4% | +6.3% |
| 6M | +33.0% | +25.6% | +7.4% | +29.0% |
| YTD | +3.0% | +30.9% | -27.9% | +4.8% |
| All | -4.5% | +32.5% | -37.0% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling