+414.9%
CSX vs CCEP
+342.6%
+72.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.2% |
| 7D | +6.0% | +2.1% | +3.9% | +5.1% |
| 30D | +7.8% | +10.6% | -2.8% | +3.8% |
| 3M | +4.1% | +10.3% | -6.2% | +0.1% |
| 6M | +17.9% | +31.1% | -13.2% | +5.8% |
| YTD | +44.9% | +32.1% | +12.8% | +29.3% |
| 1Y | +51.1% | +32.8% | +18.3% | +34.6% |
| 3Y | +78.3% | +111.3% | -33.1% | +29.8% |
| 5Y | +58.1% | +147.5% | -89.4% | +6.1% |
| All | +414.9% | +342.6% | +72.4% | +166.5% |
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 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