+17,590.3%
COR vs CCEP
+5,600.6%
+11,989.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.6% |
| 7D | +0.8% | +2.6% | -1.7% | +0.3% |
| 30D | +5.1% | +15.1% | -10.0% | +2.1% |
| 3M | +2.8% | +7.3% | -4.4% | +1.3% |
| 6M | +32.5% | +23.4% | +9.1% | +26.8% |
| YTD | -0.7% | +29.4% | -30.1% | -6.1% |
| 1Y | -6.7% | +34.2% | -40.9% | -12.5% |
| 3Y | +73.7% | +108.4% | -34.6% | +48.5% |
| 5Y | +177.9% | +147.3% | +30.6% | +127.3% |
| 10Y | +533.8% | +301.3% | +232.4% | +364.1% |
| All | +17,590.3% | +5,600.6% | +11,989.6% | +6,956.6% |
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