+131.2%
CTVA vs CCEP
+155.4%
-24.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | -0.8% | -23.5% | -24.0% |
| 7D | -23.7% | -0.3% | -23.4% | -23.5% |
| 30D | -31.2% | +11.0% | -42.2% | -33.9% |
| 3M | -18.7% | +9.2% | -27.9% | -21.6% |
| 6M | -25.5% | +27.2% | -52.7% | -32.6% |
| YTD | -8.0% | +30.3% | -38.3% | -18.0% |
| 1Y | -7.0% | +28.7% | -35.7% | -16.7% |
| 3Y | +45.2% | +109.4% | -64.2% | +5.0% |
| 5Y | +32.3% | +144.1% | -111.8% | -12.5% |
| All | +131.2% | +155.4% | -24.2% | +46.3% |
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