+134.5%
CVE vs CCEP
+301.0%
-166.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.1% |
| 7D | -16.1% | +2.6% | -18.7% | -17.6% |
| 30D | -10.4% | +15.1% | -25.5% | -17.4% |
| 3M | -2.4% | +7.3% | -9.6% | -6.9% |
| 6M | -4.4% | +23.4% | -27.8% | -16.4% |
| YTD | +64.9% | +29.4% | +35.5% | +38.2% |
| 1Y | +66.0% | +34.2% | +31.8% | +36.0% |
| 3Y | +57.7% | +108.4% | -50.7% | -5.0% |
| 5Y | +144.7% | +147.3% | -2.5% | +24.9% |
| All | +134.5% | +301.0% | -166.5% | +4.5% |
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