+1,760.0%
CVS vs CCEP
+7,646.6%
-5,886.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.4% | +4.4% |
| 7D | -2.6% | +5.4% | -8.0% | -3.9% |
| 30D | +4.0% | +12.8% | -8.7% | +1.1% |
| 3M | -6.3% | +10.9% | -17.2% | -8.6% |
| 6M | -0.4% | +25.6% | -26.0% | -5.7% |
| YTD | +15.6% | +31.0% | -15.4% | +8.2% |
| 1Y | +18.3% | +32.3% | -13.9% | +10.4% |
| 3Y | +47.3% | +110.5% | -63.3% | +23.1% |
| 5Y | +13.2% | +141.8% | -128.6% | -9.3% |
| 10Y | +57.2% | +341.1% | -284.0% | +8.0% |
| All | +1,760.0% | +7,646.6% | -5,886.6% | +599.8% |
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