+3,159.9%
CVNA vs CCEP
+306.8%
+2,853.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.3% |
| 7D | -1.6% | +2.1% | -3.7% | -2.9% |
| 30D | +24.9% | +10.6% | +14.3% | +16.9% |
| 3M | -1.8% | +10.3% | -12.1% | -8.3% |
| 6M | +3.5% | +31.1% | -27.5% | -14.3% |
| YTD | -14.3% | +32.1% | -46.4% | -29.9% |
| 1Y | +13.6% | +32.8% | -19.2% | -7.7% |
| 3Y | +1,163.4% | +111.3% | +1,052.1% | +611.2% |
| 5Y | +22.9% | +147.5% | -124.6% | -36.3% |
| All | +3,159.9% | +306.8% | +2,853.1% | +881.7% |
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