+21,016.7%
CPRT vs CCEP
+6,953.5%
+14,063.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -1.4% | +1.8% | -3.1% | -1.8% |
| 30D | +21.5% | +12.2% | +9.3% | +18.4% |
| 3M | +9.4% | +10.7% | -1.2% | +6.9% |
| 6M | -3.3% | +27.5% | -30.8% | -8.6% |
| YTD | -17.8% | +31.3% | -49.2% | -23.0% |
| 1Y | -22.2% | +29.9% | -52.1% | -26.9% |
| 3Y | -34.0% | +111.1% | -145.1% | -44.9% |
| 5Y | -15.4% | +142.3% | -157.8% | -31.8% |
| 10Y | +376.0% | +335.5% | +40.5% | +233.9% |
| All | +21,016.7% | +6,953.5% | +14,063.2% | +7,447.1% |
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