-34.2%
CPRT vs CCEP
+113.9%
-148.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -1.0% |
| 7D | -0.4% | +2.1% | -2.5% | -1.0% |
| 30D | +21.2% | +10.6% | +10.6% | +17.6% |
| 3M | +8.3% | +10.3% | -2.0% | +5.1% |
| 6M | -3.4% | +31.1% | -34.5% | -10.1% |
| YTD | -18.7% | +32.1% | -50.8% | -25.0% |
| 1Y | -23.5% | +32.8% | -56.3% | -29.5% |
| 3Y | -34.2% | +111.3% | -145.5% | -44.4% |
| All | -34.2% | +113.9% | -148.0% | -44.4% |
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