+220,352.3%
CSCO vs CCEP
+7,590.6%
+212,761.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +1.4% |
| 7D | -0.7% | -3.1% | +2.4% | +0.2% |
| 30D | -10.1% | -2.6% | -7.5% | -9.6% |
| 3M | -15.7% | +14.9% | -30.6% | -19.3% |
| 6M | +36.3% | +2.3% | +34.0% | +34.5% |
| YTD | +43.8% | +17.8% | +26.0% | +36.1% |
| 1Y | +63.9% | +24.2% | +39.7% | +52.4% |
| 3Y | +104.4% | +84.7% | +19.6% | +68.0% |
| 5Y | +111.4% | +103.2% | +8.2% | +67.1% |
| 10Y | +361.7% | +257.4% | +104.3% | +201.3% |
| All | +220,352.3% | +7,590.6% | +212,761.7% | +49,045.7% |
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