-4.5%
CRS vs CCEP
+36.9%
-41.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.8% | -5.4% | -1.1% |
| 7D | +4.3% | +4.2% | +0.1% | +4.9% |
| 30D | -25.5% | +14.2% | -39.6% | -25.0% |
| 3M | -48.7% | +9.1% | -57.9% | -48.3% |
| 6M | -31.6% | +26.9% | -58.5% | -34.4% |
| YTD | -7.0% | +29.1% | -36.1% | -5.9% |
| 1Y | -4.5% | +36.8% | -41.3% | -7.4% |
| All | -4.5% | +36.9% | -41.4% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling