+17,451.9%
COR vs CCEP
+5,091.6%
+12,360.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -1.2% |
| 7D | +2.8% | -3.1% | +5.8% | +3.4% |
| 30D | +4.5% | -2.6% | +7.1% | +5.1% |
| 3M | +22.7% | +14.9% | +7.7% | +19.2% |
| 6M | -9.7% | +2.3% | -12.0% | -10.3% |
| YTD | -1.4% | +17.8% | -19.3% | -5.0% |
| 1Y | +13.9% | +24.2% | -10.3% | +8.6% |
| 3Y | +94.0% | +84.7% | +9.2% | +69.9% |
| 5Y | +184.0% | +103.2% | +80.8% | +141.6% |
| 10Y | +406.8% | +257.4% | +149.4% | +279.8% |
| All | +17,451.9% | +5,091.6% | +12,360.3% | +7,040.5% |
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