+67.3%
F vs CCEP
+342.6%
-275.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.6% |
| 7D | -3.1% | +2.1% | -5.2% | -4.1% |
| 30D | 0.0% | +10.6% | -10.5% | -4.7% |
| 3M | -13.2% | +10.3% | -23.5% | -17.5% |
| 6M | -10.2% | +31.1% | -41.3% | -21.9% |
| YTD | -4.9% | +32.1% | -37.1% | -18.0% |
| 1Y | -6.1% | +32.8% | -38.9% | -19.2% |
| 3Y | +46.0% | +111.3% | -65.4% | -3.5% |
| 5Y | -15.7% | +147.5% | -163.2% | -49.2% |
| All | +67.3% | +342.6% | -275.2% | -10.5% |
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