-24.4%
CPRT vs CCEP
+86.4%
-110.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +1.2% |
| 7D | +2.2% | -3.1% | +5.3% | +3.1% |
| 30D | +16.6% | -2.6% | +19.2% | +17.4% |
| 3M | +9.6% | +14.9% | -5.3% | +5.7% |
| 6M | -11.1% | +2.3% | -13.4% | -11.8% |
| YTD | -13.9% | +17.8% | -31.7% | -18.0% |
| 1Y | -32.5% | +24.2% | -56.7% | -36.8% |
| All | -24.4% | +86.4% | -110.8% | -39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling