+420.1%
CORZ vs CCEP
+66.7%
+353.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | -0.8% |
| 7D | +8.4% | -3.1% | +11.4% | +7.5% |
| 30D | -17.8% | -2.6% | -15.2% | -18.3% |
| 3M | -35.9% | +14.9% | -50.8% | -33.8% |
| 6M | +12.9% | +2.3% | +10.7% | +13.2% |
| YTD | +22.9% | +17.8% | +5.0% | +28.7% |
| 1Y | +31.4% | +24.2% | +7.1% | +38.8% |
| All | +420.1% | +66.7% | +353.4% | +460.1% |
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