+1,369.7%
CRWD vs CCEP
+125.5%
+1,244.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.2% |
| 7D | -2.4% | -3.1% | +0.6% | -1.8% |
| 30D | +1.5% | -2.6% | +4.1% | +2.0% |
| 3M | +18.5% | +14.9% | +3.6% | +14.5% |
| 6M | +109.1% | +2.3% | +106.8% | +106.9% |
| YTD | +81.8% | +17.8% | +64.0% | +73.0% |
| 1Y | +106.7% | +24.2% | +82.5% | +93.3% |
| 3Y | +428.7% | +84.7% | +344.0% | +340.5% |
| 5Y | +206.4% | +103.2% | +103.2% | +144.2% |
| All | +1,369.7% | +125.5% | +1,244.2% | +1,130.2% |
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 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