+4,790.9%
CVX vs CCEP
+7,667.7%
-2,876.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -1.7% | +1.8% | -3.4% | -2.1% |
| 30D | -0.8% | +12.2% | -13.0% | -3.6% |
| 3M | +9.4% | +10.7% | -1.3% | +6.5% |
| 6M | +17.5% | +27.5% | -10.0% | +10.4% |
| YTD | +43.8% | +31.3% | +12.5% | +33.6% |
| 1Y | +41.9% | +29.9% | +12.0% | +32.0% |
| 3Y | +69.1% | +111.1% | -42.0% | +39.0% |
| 5Y | +128.3% | +142.3% | -14.0% | +78.8% |
| 10Y | +204.9% | +335.5% | -130.6% | +108.0% |
| All | +4,790.9% | +7,667.7% | -2,876.8% | +1,960.4% |
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