+11,743.1%
COST vs CCEP
+6,869.6%
+4,873.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.3% |
| 7D | -3.1% | -3.1% | -0.1% | -2.5% |
| 30D | -2.8% | -2.6% | -0.2% | -2.2% |
| 3M | -5.7% | +14.9% | -20.6% | -8.7% |
| 6M | -8.8% | +2.3% | -11.0% | -9.5% |
| YTD | +6.7% | +17.8% | -11.2% | +2.4% |
| 1Y | -3.6% | +24.2% | -27.9% | -8.7% |
| 3Y | +75.1% | +84.7% | -9.6% | +50.7% |
| 5Y | +108.9% | +103.2% | +5.7% | +74.3% |
| 10Y | +586.2% | +257.4% | +328.8% | +385.8% |
| All | +11,743.1% | +6,869.6% | +4,873.4% | +3,234.8% |
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