-6.1%
F vs CCEP
+30.9%
-37.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.2% |
| 7D | -3.1% | +2.1% | -5.2% | -3.6% |
| 30D | 0.0% | +10.6% | -10.5% | -2.0% |
| 3M | -13.2% | +10.3% | -23.5% | -14.9% |
| 6M | -10.2% | +31.1% | -41.3% | -15.5% |
| YTD | -4.9% | +32.1% | -37.1% | -9.3% |
| 1Y | -6.1% | +32.8% | -38.9% | -10.7% |
| All | -6.1% | +30.9% | -37.0% | -10.7% |
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