+22,034.1%
CPRT vs CCEP
+6,228.8%
+15,805.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +1.1% |
| 7D | +2.2% | -3.1% | +5.3% | +2.9% |
| 30D | +16.6% | -2.6% | +19.2% | +17.3% |
| 3M | +9.6% | +14.9% | -5.3% | +6.1% |
| 6M | -11.1% | +2.3% | -13.4% | -11.8% |
| YTD | -13.9% | +17.8% | -31.7% | -17.3% |
| 1Y | -32.5% | +24.2% | -56.7% | -36.1% |
| 3Y | -25.0% | +84.7% | -109.8% | -35.5% |
| 5Y | -7.4% | +103.2% | -110.6% | -22.4% |
| 10Y | +422.0% | +257.4% | +164.6% | +281.0% |
| All | +22,034.1% | +6,228.8% | +15,805.3% | +8,005.2% |
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