+23.4%
CRM vs CCEP
+5.3%
+18.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -2.0% |
| 7D | -5.0% | -3.7% | -1.3% | -4.9% |
| 30D | +23.6% | -2.1% | +25.7% | +23.4% |
| 3M | +39.6% | +7.2% | +32.4% | +41.8% |
| 6M | +23.4% | +3.3% | +20.2% | +28.5% |
| All | +23.4% | +5.3% | +18.1% | +28.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling