+2,271.9%
D vs CCEP
+6,869.6%
-4,597.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -0.9% |
| 7D | +0.4% | -3.1% | +3.5% | +1.0% |
| 30D | -3.6% | -2.6% | -1.0% | -3.2% |
| 3M | -1.0% | +14.9% | -15.9% | -3.4% |
| 6M | +6.3% | +2.3% | +4.0% | +5.7% |
| YTD | +14.7% | +17.8% | -3.1% | +11.2% |
| 1Y | +16.9% | +24.2% | -7.3% | +12.3% |
| 3Y | +56.8% | +84.7% | -27.9% | +40.6% |
| 5Y | +5.2% | +103.2% | -98.0% | -8.0% |
| 10Y | +35.9% | +257.4% | -221.5% | +7.0% |
| All | +2,271.9% | +6,869.6% | -4,597.7% | +1,142.0% |
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