+189,363.8%
CSCO vs CCEP
+8,344.7%
+181,019.1%
-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 | -22.4% | +7.3% | -29.6% | -24.3% |
| 6M | +2.8% | +23.4% | -20.6% | -4.0% |
| YTD | +23.6% | +29.4% | -5.8% | +13.5% |
| 1Y | +34.0% | +34.2% | -0.2% | +21.6% |
| 3Y | +89.3% | +108.4% | -19.1% | +50.0% |
| 5Y | +87.9% | +147.3% | -59.4% | +40.2% |
| 10Y | +314.9% | +301.3% | +13.6% | +161.2% |
| All | +189,363.8% | +8,344.7% | +181,019.1% | +40,877.5% |
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