+332.3%
CRS vs CCEP
+113.9%
+218.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -2.7% |
| 7D | +4.8% | +2.1% | +2.7% | +4.7% |
| 30D | -23.2% | +10.6% | -33.8% | -23.6% |
| 3M | -45.5% | +10.3% | -55.8% | -45.8% |
| 6M | -33.1% | +31.1% | -64.2% | -35.9% |
| YTD | -7.2% | +32.1% | -39.3% | -10.7% |
| 1Y | -10.0% | +32.8% | -42.9% | -13.5% |
| 3Y | +332.3% | +111.3% | +221.0% | +306.2% |
| All | +332.3% | +113.9% | +218.5% | +306.2% |
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 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