+3,388.4%
CSGP vs CCEP
+898.6%
+2,489.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -2.0% |
| 7D | +13.9% | +5.7% | +8.2% | +12.3% |
| 30D | +16.0% | +15.3% | +0.7% | +12.0% |
| 3M | +6.1% | +8.0% | -1.9% | +4.2% |
| 6M | -8.2% | +26.7% | -34.9% | -13.4% |
| YTD | -52.3% | +30.7% | -83.0% | -55.6% |
| 1Y | -54.5% | +36.5% | -91.0% | -58.1% |
| 3Y | -58.6% | +111.1% | -169.7% | -66.0% |
| 5Y | -61.5% | +149.7% | -211.2% | -69.9% |
| 10Y | +74.7% | +305.3% | -230.7% | +19.1% |
| All | +3,388.4% | +898.6% | +2,489.8% | +1,755.3% |
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