+10,056.0%
CSX vs CCEP
+7,629.5%
+2,426.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.7% |
| 7D | -2.7% | +5.7% | -8.4% | -4.2% |
| 30D | +7.0% | +15.3% | -8.3% | +2.9% |
| 3M | -0.3% | +8.0% | -8.3% | -2.5% |
| 6M | +13.5% | +26.7% | -13.2% | +6.0% |
| YTD | +41.5% | +30.7% | +10.8% | +30.8% |
| 1Y | +45.8% | +36.5% | +9.2% | +33.1% |
| 3Y | +74.4% | +111.1% | -36.8% | +40.0% |
| 5Y | +53.6% | +149.7% | -96.1% | +16.6% |
| 10Y | +465.6% | +305.3% | +160.3% | +269.7% |
| All | +10,056.0% | +7,629.5% | +2,426.5% | +3,065.8% |
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