-70.2%
CPNG vs CCEP
+125.1%
-195.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.1% |
| 7D | -5.4% | -5.7% | +0.3% | -2.3% |
| 30D | -11.1% | -3.4% | -7.7% | -9.5% |
| 3M | -3.0% | +5.5% | -8.5% | -6.5% |
| 6M | -23.5% | +2.2% | -25.7% | -25.2% |
| YTD | -37.8% | +14.6% | -52.5% | -43.6% |
| 1Y | -54.3% | +18.9% | -73.3% | -59.8% |
| 3Y | -20.8% | +82.6% | -103.4% | -50.0% |
| 5Y | -51.1% | +107.0% | -158.1% | -74.8% |
| All | -70.2% | +125.1% | -195.3% | -84.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling