+18.8%
CTVA vs CCEP
+16.3%
+2.5%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -4.7% | -5.7% | +1.1% | -3.8% |
| 30D | +11.1% | -3.4% | +14.5% | +11.7% |
| 3M | +13.7% | +5.5% | +8.2% | +13.8% |
| 6M | +11.2% | +2.2% | +9.0% | +12.2% |
| YTD | +26.9% | +14.6% | +12.3% | +26.3% |
| 1Y | +18.8% | +18.9% | -0.1% | +15.8% |
| All | +18.8% | +16.3% | +2.5% | +15.8% |
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 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