+241.9%
CORZ vs CCEP
+83.0%
+158.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.3% | +3.0% |
| 7D | -11.2% | +2.6% | -13.8% | -10.1% |
| 30D | -26.2% | +15.1% | -41.4% | -22.8% |
| 3M | -44.1% | +7.3% | -51.4% | -42.4% |
| 6M | -52.3% | +23.4% | -75.7% | -49.0% |
| YTD | -19.2% | +29.4% | -48.6% | -12.4% |
| 1Y | -42.9% | +34.2% | -77.1% | -37.5% |
| All | +241.9% | +83.0% | +158.8% | +281.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling