+206.1%
COR vs CCEP
+147.2%
+58.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.4% | +1.6% | +2.6% |
| 7D | +7.8% | +2.1% | +5.7% | +7.3% |
| 30D | +7.0% | +10.6% | -3.6% | +4.2% |
| 3M | +16.3% | +10.3% | +5.9% | +13.3% |
| 6M | +41.3% | +31.1% | +10.2% | +31.8% |
| YTD | +7.1% | +32.1% | -25.0% | -0.6% |
| 1Y | -0.8% | +32.8% | -33.6% | -8.1% |
| 3Y | +85.0% | +111.3% | -26.3% | +52.1% |
| All | +206.1% | +147.2% | +58.9% | +139.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling