+21,102.0%
CPRT vs CCEP
+6,934.3%
+14,167.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | +4.0% | +5.4% | -1.4% | +2.8% |
| 30D | +18.2% | +12.8% | +5.5% | +15.1% |
| 3M | +9.2% | +10.9% | -1.7% | +6.6% |
| 6M | -4.8% | +25.6% | -30.5% | -9.7% |
| YTD | -17.5% | +31.0% | -48.5% | -22.7% |
| 1Y | -22.0% | +32.3% | -54.3% | -27.1% |
| 3Y | -33.7% | +110.5% | -144.2% | -44.6% |
| 5Y | -15.0% | +141.8% | -156.8% | -31.4% |
| 10Y | +385.2% | +341.1% | +44.0% | +239.5% |
| All | +21,102.0% | +6,934.3% | +14,167.7% | +7,482.4% |
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 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