+10,197.9%
CRS vs CCEP
+6,869.6%
+3,328.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.8% | +2.7% |
| 7D | -0.2% | -3.1% | +2.8% | +0.8% |
| 30D | -16.6% | -2.6% | -14.0% | -16.0% |
| 3M | -3.5% | +14.9% | -18.4% | -8.6% |
| 6M | +15.4% | +2.3% | +13.2% | +13.9% |
| YTD | +51.2% | +17.8% | +33.3% | +41.6% |
| 1Y | +98.3% | +24.2% | +74.1% | +81.7% |
| 3Y | +651.5% | +84.7% | +566.8% | +494.9% |
| 5Y | +1,411.1% | +103.2% | +1,307.9% | +1,055.2% |
| 10Y | +1,424.3% | +257.4% | +1,167.0% | +893.2% |
| All | +10,197.9% | +6,869.6% | +3,328.3% | +3,697.9% |
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