+1,907.2%
CVS vs CCEP
+6,869.6%
-4,962.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.2% |
| 7D | +4.0% | -3.1% | +7.0% | +4.7% |
| 30D | -2.4% | -2.6% | +0.2% | -1.9% |
| 3M | +2.7% | +14.9% | -12.3% | -0.6% |
| 6M | +21.9% | +2.3% | +19.6% | +20.9% |
| YTD | +24.7% | +17.8% | +6.9% | +19.8% |
| 1Y | +35.4% | +24.2% | +11.2% | +28.4% |
| 3Y | +65.2% | +84.7% | -19.5% | +42.3% |
| 5Y | +30.5% | +103.2% | -72.6% | +8.8% |
| 10Y | +40.4% | +257.4% | -217.0% | +0.9% |
| All | +1,907.2% | +6,869.6% | -4,962.5% | +674.9% |
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