-46.0%
CPNG vs CCEP
+147.2%
-193.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.5% |
| 7D | -6.8% | +2.1% | -8.9% | -8.0% |
| 30D | +5.5% | +10.6% | -5.1% | -1.2% |
| 3M | -6.8% | +10.3% | -17.1% | -12.8% |
| 6M | -4.8% | +31.1% | -35.9% | -21.3% |
| YTD | -35.6% | +32.1% | -67.7% | -47.7% |
| 1Y | -46.8% | +32.8% | -79.6% | -57.0% |
| 3Y | -0.8% | +111.3% | -112.1% | -48.8% |
| All | -46.0% | +147.2% | -193.2% | -78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling