+73.2%
CVE vs CCEP
+36.9%
+36.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.8% | -11.5% | -6.4% |
| 7D | -12.1% | +4.2% | -16.3% | -10.8% |
| 30D | -9.8% | +14.2% | -23.9% | -6.0% |
| 3M | -0.7% | +9.1% | -9.9% | +2.2% |
| 6M | -4.3% | +26.9% | -31.2% | +2.6% |
| YTD | +70.6% | +29.1% | +41.5% | +72.0% |
| 1Y | +73.2% | +36.8% | +36.4% | +70.9% |
| All | +73.2% | +36.9% | +36.2% | +70.9% |
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