+15.2%
D vs CCEP
+148.1%
-132.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.2% |
| 7D | +3.0% | +2.6% | +0.4% | +2.3% |
| 30D | +11.5% | +15.1% | -3.6% | +7.7% |
| 3M | +3.7% | +7.3% | -3.5% | +1.9% |
| 6M | +13.5% | +23.4% | -9.9% | +7.4% |
| YTD | +20.7% | +29.4% | -8.7% | +12.5% |
| 1Y | +18.2% | +34.2% | -16.0% | +9.2% |
| 3Y | +73.3% | +108.4% | -35.0% | +44.7% |
| All | +15.2% | +148.1% | -132.9% | -7.2% |
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