+1,438.1%
CRS vs CCEP
+108.6%
+1,329.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.3% | -3.9% |
| 7D | -3.1% | -1.0% | -2.1% | -2.7% |
| 30D | -19.6% | -1.6% | -18.0% | -19.2% |
| 3M | -8.1% | +11.9% | -19.9% | -13.7% |
| 6M | +18.6% | +7.5% | +11.1% | +13.4% |
| YTD | +45.9% | +18.7% | +27.1% | +32.4% |
| 1Y | +82.5% | +21.4% | +61.1% | +62.6% |
| 3Y | +648.9% | +89.1% | +559.8% | +396.8% |
| 5Y | +1,438.1% | +108.7% | +1,329.4% | +866.4% |
| All | +1,438.1% | +108.6% | +1,329.6% | +866.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling