+1,339.5%
CRS vs CCEP
+236.5%
+1,103.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.7% |
| 7D | -4.1% | -5.7% | +1.6% | -0.6% |
| 30D | -16.6% | -3.4% | -13.2% | -15.0% |
| 3M | -14.3% | +5.5% | -19.8% | -18.4% |
| 6M | +11.6% | +2.2% | +9.4% | +8.3% |
| YTD | +42.6% | +14.6% | +27.9% | +27.5% |
| 1Y | +81.8% | +18.9% | +62.9% | +57.5% |
| 3Y | +632.1% | +82.6% | +549.5% | +354.1% |
| 5Y | +1,401.6% | +107.0% | +1,294.7% | +734.0% |
| All | +1,339.5% | +236.5% | +1,103.0% | +545.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling