-58.4%
CSGP vs CCEP
+111.8%
-170.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -2.1% |
| 7D | +13.9% | +5.7% | +8.2% | +11.5% |
| 30D | +16.0% | +15.3% | +0.7% | +10.5% |
| 3M | +6.1% | +8.0% | -1.9% | +3.1% |
| 6M | -8.2% | +26.7% | -34.9% | -14.4% |
| YTD | -52.3% | +30.7% | -83.0% | -56.5% |
| 1Y | -54.5% | +36.5% | -91.0% | -59.1% |
| All | -58.4% | +111.8% | -170.2% | -67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling