+5,676.4%
CRM vs CCEP
+1,075.2%
+4,601.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -0.9% |
| 7D | -5.0% | -3.7% | -1.3% | -3.5% |
| 30D | +23.6% | -2.1% | +25.7% | +24.5% |
| 3M | +39.6% | +7.2% | +32.4% | +35.4% |
| 6M | +23.4% | +3.3% | +20.2% | +20.8% |
| YTD | -7.4% | +15.7% | -23.1% | -14.3% |
| 1Y | -2.3% | +16.6% | -18.9% | -10.1% |
| 3Y | +10.5% | +84.3% | -73.8% | -18.5% |
| 5Y | -4.7% | +109.0% | -113.8% | -34.4% |
| 10Y | +234.7% | +238.1% | -3.4% | +71.5% |
| All | +5,676.4% | +1,075.2% | +4,601.2% | +1,091.0% |
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