+190,098.4%
CSCO vs CCEP
+8,344.7%
+181,753.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.7% |
| 7D | -10.2% | +2.6% | -12.8% | -10.9% |
| 30D | -20.1% | +15.1% | -35.2% | -23.4% |
| 3M | -22.1% | +7.3% | -29.3% | -24.0% |
| 6M | +3.2% | +23.4% | -20.2% | -3.6% |
| YTD | +24.1% | +29.4% | -5.3% | +13.9% |
| 1Y | +34.6% | +34.2% | +0.3% | +22.1% |
| 3Y | +90.0% | +108.4% | -18.4% | +50.5% |
| 5Y | +88.6% | +147.3% | -58.7% | +40.7% |
| 10Y | +316.5% | +301.3% | +15.2% | +162.2% |
| All | +190,098.4% | +8,344.7% | +181,753.6% | +41,036.3% |
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