-29.4%
CRS vs CCEP
+26.2%
-55.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -2.2% |
| 7D | +7.4% | -0.3% | +7.7% | +7.1% |
| 30D | -21.2% | +11.0% | -32.2% | -16.1% |
| 3M | -43.3% | +9.2% | -52.5% | -40.0% |
| 6M | -29.4% | +27.2% | -56.6% | -22.1% |
| All | -29.4% | +26.2% | -55.6% | -22.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling