+146.2%
CVE vs CCEP
+157.0%
-10.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -2.9% |
| 7D | -14.1% | +5.7% | -19.8% | -14.8% |
| 30D | -11.6% | +15.3% | -26.9% | -13.6% |
| 3M | 0.0% | +8.0% | -8.0% | -1.3% |
| 6M | -8.4% | +26.7% | -35.1% | -12.4% |
| YTD | +65.9% | +30.7% | +35.2% | +56.3% |
| 1Y | +69.4% | +36.5% | +32.9% | +57.8% |
| 3Y | +55.9% | +111.1% | -55.2% | +27.2% |
| 5Y | +146.2% | +149.7% | -3.6% | +88.1% |
| All | +146.2% | +157.0% | -10.9% | +88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling