+7.8%
D vs CCEP
+105.1%
-97.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.3% |
| 7D | +1.5% | -3.1% | +4.5% | +2.2% |
| 30D | -2.6% | -2.6% | 0.0% | -2.0% |
| 3M | 0.0% | +14.9% | -14.9% | -3.6% |
| 6M | +7.4% | +2.3% | +5.1% | +6.3% |
| YTD | +15.9% | +17.8% | -2.0% | +10.6% |
| 1Y | +18.1% | +24.2% | -6.1% | +11.2% |
| 3Y | +58.4% | +84.7% | -26.3% | +36.5% |
| All | +7.8% | +105.1% | -97.4% | -13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling