+11.8%
CRM vs CCEP
+82.4%
-70.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | -4.4% | -2.8% | -1.6% | -4.2% |
| 30D | +28.1% | -4.0% | +32.2% | +28.5% |
| 3M | +48.8% | +5.2% | +43.6% | +48.3% |
| 6M | +28.3% | +2.7% | +25.5% | +28.6% |
| YTD | -6.0% | +14.5% | -20.5% | -7.6% |
| 1Y | +1.4% | +17.2% | -15.7% | -0.8% |
| 3Y | +11.8% | +79.3% | -67.5% | -7.7% |
| All | +11.8% | +82.4% | -70.6% | -7.7% |
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