+3,264.4%
CSGP vs CCEP
+800.4%
+2,463.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.1% | +0.7% | -1.6% |
| 7D | -4.1% | -3.1% | -1.0% | -3.3% |
| 30D | +2.3% | -2.6% | +4.9% | +3.0% |
| 3M | -8.2% | +14.9% | -23.1% | -11.3% |
| 6M | -35.1% | +2.3% | -37.3% | -35.5% |
| YTD | -54.0% | +17.8% | -71.9% | -56.1% |
| 1Y | -65.3% | +24.2% | -89.5% | -67.3% |
| 3Y | -62.6% | +84.7% | -147.3% | -68.3% |
| 5Y | -64.8% | +103.2% | -168.0% | -71.1% |
| 10Y | +45.1% | +257.4% | -212.3% | +1.9% |
| All | +3,264.4% | +800.4% | +2,463.9% | +1,734.7% |
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