+6,393.1%
CRS vs CCEP
+7,605.8%
-1,212.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | +7.4% | -0.3% | +7.7% | +7.6% |
| 30D | -21.2% | +11.0% | -32.2% | -24.3% |
| 3M | -43.3% | +9.2% | -52.5% | -45.4% |
| 6M | -29.4% | +27.2% | -56.6% | -35.9% |
| YTD | -4.7% | +30.3% | -35.0% | -14.3% |
| 1Y | -9.6% | +28.7% | -38.3% | -18.4% |
| 3Y | +355.5% | +109.4% | +246.1% | +243.2% |
| 5Y | +826.6% | +144.1% | +682.5% | +561.6% |
| 10Y | +846.1% | +332.0% | +514.1% | +479.1% |
| All | +6,393.1% | +7,605.8% | -1,212.6% | +2,199.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling