+418.4%
CSX vs CCEP
+336.4%
+81.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.3% |
| 7D | +3.1% | -0.3% | +3.4% | +3.2% |
| 30D | +9.7% | +11.0% | -1.2% | +5.5% |
| 3M | +4.9% | +9.2% | -4.3% | +1.3% |
| 6M | +18.4% | +27.2% | -8.8% | +7.5% |
| YTD | +45.9% | +30.3% | +15.6% | +30.9% |
| 1Y | +50.0% | +28.7% | +21.3% | +35.2% |
| 3Y | +78.0% | +109.4% | -31.4% | +30.0% |
| 5Y | +59.2% | +144.1% | -84.9% | +7.4% |
| All | +418.4% | +336.4% | +81.9% | +169.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling