+67.4%
CVE vs CCEP
+1,631.5%
-1,564.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.8% | -11.5% | -9.5% |
| 7D | -12.1% | +4.2% | -16.3% | -14.2% |
| 30D | -9.8% | +14.2% | -23.9% | -16.1% |
| 3M | -0.7% | +9.1% | -9.9% | -6.0% |
| 6M | -4.3% | +26.9% | -31.2% | -16.9% |
| YTD | +70.6% | +29.1% | +41.5% | +44.9% |
| 1Y | +73.2% | +36.8% | +36.4% | +42.5% |
| 3Y | +60.3% | +108.5% | -48.2% | +1.6% |
| 5Y | +159.3% | +155.8% | +3.5% | +40.2% |
| 10Y | +147.4% | +300.3% | -152.9% | +8.5% |
| All | +67.4% | +1,631.5% | -1,564.2% | -52.6% |
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