-4.2%
CTVA vs CCEP
+30.9%
-35.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.4% |
| 7D | -20.8% | +2.1% | -22.9% | -20.9% |
| 30D | -29.6% | +10.6% | -40.2% | -30.1% |
| 3M | -16.9% | +10.3% | -27.2% | -17.1% |
| 6M | -24.3% | +31.1% | -55.3% | -24.6% |
| YTD | -5.6% | +32.1% | -37.7% | -4.4% |
| 1Y | -4.2% | +32.8% | -37.0% | -3.2% |
| All | -4.2% | +30.9% | -35.1% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling