-69.0%
CPNG vs CCEP
+131.4%
-200.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | +0.3% |
| 7D | -7.4% | -3.1% | -4.4% | -5.9% |
| 30D | -4.4% | -2.6% | -1.8% | -3.1% |
| 3M | -7.5% | +14.9% | -22.4% | -15.2% |
| 6M | -19.9% | +2.3% | -22.2% | -21.7% |
| YTD | -35.2% | +17.8% | -53.0% | -42.1% |
| 1Y | -46.8% | +24.2% | -71.0% | -54.3% |
| 3Y | -20.2% | +84.7% | -104.9% | -49.7% |
| 5Y | -48.4% | +103.2% | -151.6% | -74.1% |
| All | -69.0% | +131.4% | -200.3% | -83.7% |
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