+214.5%
CVX vs CCEP
+342.6%
-128.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.1% |
| 7D | +3.4% | +2.1% | +1.3% | +2.6% |
| 30D | -1.0% | +10.6% | -11.6% | -4.9% |
| 3M | +12.2% | +10.3% | +1.9% | +7.6% |
| 6M | +20.3% | +31.1% | -10.7% | +7.3% |
| YTD | +48.3% | +32.1% | +16.2% | +30.6% |
| 1Y | +46.9% | +32.8% | +14.1% | +29.0% |
| 3Y | +73.1% | +111.3% | -38.2% | +22.0% |
| 5Y | +135.2% | +147.5% | -12.3% | +49.0% |
| All | +214.5% | +342.6% | -128.0% | +63.1% |
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