-23.5%
CPRT vs CCEP
+30.9%
-54.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -1.1% |
| 7D | -0.4% | +2.1% | -2.5% | -1.2% |
| 30D | +21.2% | +10.6% | +10.6% | +17.0% |
| 3M | +8.3% | +10.3% | -2.0% | +4.4% |
| 6M | -3.4% | +31.1% | -34.5% | -9.6% |
| YTD | -18.7% | +32.1% | -50.8% | -25.7% |
| 1Y | -23.5% | +32.8% | -56.3% | -30.4% |
| All | -23.5% | +30.9% | -54.5% | -30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling