+22.5%
CTSH vs CCEP
+244.1%
-221.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.7% | -4.6% | -4.1% |
| 7D | -5.5% | -1.0% | -4.5% | -5.1% |
| 30D | +4.5% | -1.6% | +6.1% | +5.1% |
| 3M | +13.7% | +11.9% | +1.9% | +9.0% |
| 6M | -8.4% | +7.5% | -15.8% | -11.1% |
| YTD | -26.5% | +18.7% | -45.2% | -31.7% |
| 1Y | -13.9% | +21.4% | -35.3% | -20.9% |
| 3Y | -11.3% | +89.1% | -100.4% | -32.8% |
| 5Y | -14.8% | +108.7% | -123.6% | -39.0% |
| 10Y | +22.5% | +241.0% | -218.4% | -32.5% |
| All | +22.5% | +244.1% | -221.5% | -32.5% |
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