-1.6%
F vs CCEP
+32.5%
-34.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.5% | +0.4% |
| 7D | -0.6% | +1.7% | -2.3% | -1.1% |
| 30D | +2.9% | +12.7% | -9.8% | +0.5% |
| 3M | -9.5% | +8.5% | -18.0% | -11.0% |
| 6M | +4.0% | +25.6% | -21.5% | -0.7% |
| YTD | -1.3% | +30.9% | -32.2% | -5.9% |
| All | -1.6% | +32.5% | -34.1% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling