-10.9%
CTSH vs CCEP
+105.1%
-116.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.1% | -0.5% | -2.5% |
| 7D | -2.7% | -3.1% | +0.4% | -1.6% |
| 30D | +12.4% | -2.6% | +15.0% | +13.4% |
| 3M | +17.4% | +14.9% | +2.4% | +12.1% |
| 6M | -3.1% | +2.3% | -5.3% | -4.1% |
| YTD | -23.6% | +17.8% | -41.4% | -28.3% |
| 1Y | -10.8% | +24.2% | -35.0% | -18.2% |
| 3Y | -8.3% | +84.7% | -93.0% | -29.4% |
| All | -10.9% | +105.1% | -116.0% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling