+162.3%
CVE vs CCEP
+257.1%
-94.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | +0.3% |
| 7D | +2.5% | -3.1% | +5.6% | +4.2% |
| 30D | +16.7% | -2.6% | +19.3% | +18.1% |
| 3M | +9.3% | +14.9% | -5.7% | +0.1% |
| 6M | +43.6% | +2.3% | +41.3% | +39.1% |
| YTD | +93.6% | +17.8% | +75.7% | +71.9% |
| 1Y | +98.8% | +24.2% | +74.5% | +69.8% |
| 3Y | +73.6% | +84.7% | -11.1% | +12.3% |
| 5Y | +312.5% | +103.2% | +209.3% | +141.2% |
| All | +162.3% | +257.1% | -94.8% | +23.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling