+14,046.2%
COST vs CCEP
+7,605.8%
+6,440.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | +2.5% | -0.3% | +2.8% | +2.6% |
| 30D | +14.6% | +11.0% | +3.6% | +11.9% |
| 3M | +15.2% | +9.2% | +6.0% | +12.8% |
| 6M | +7.2% | +27.2% | -20.0% | +1.3% |
| YTD | +27.4% | +30.3% | -2.9% | +19.4% |
| 1Y | +20.2% | +28.7% | -8.5% | +13.0% |
| 3Y | +96.9% | +109.4% | -12.6% | +64.7% |
| 5Y | +122.8% | +144.1% | -21.3% | +78.6% |
| 10Y | +764.3% | +332.0% | +432.2% | +486.7% |
| All | +14,046.2% | +7,605.8% | +6,440.4% | +3,790.8% |
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