+89.9%
CVE vs CCEP
+1,480.9%
-1,391.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | +0.3% |
| 7D | +2.5% | -3.1% | +5.6% | +4.1% |
| 30D | +16.7% | -2.6% | +19.3% | +18.0% |
| 3M | +9.3% | +14.9% | -5.7% | +0.7% |
| 6M | +43.6% | +2.3% | +41.3% | +39.3% |
| YTD | +93.6% | +17.8% | +75.7% | +73.4% |
| 1Y | +98.8% | +24.2% | +74.5% | +72.0% |
| 3Y | +73.6% | +84.7% | -11.1% | +17.6% |
| 5Y | +312.5% | +103.2% | +209.3% | +155.6% |
| 10Y | +161.0% | +257.4% | -96.3% | +21.9% |
| All | +89.9% | +1,480.9% | -1,391.0% | -43.3% |
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