-13.5%
F vs CCEP
+139.0%
-152.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -0.2% | +5.4% | -5.6% | -2.8% |
| 30D | +0.9% | +12.8% | -11.9% | -4.9% |
| 3M | -11.3% | +10.9% | -22.2% | -16.0% |
| 6M | +2.0% | +25.6% | -23.6% | -9.9% |
| YTD | -3.2% | +31.0% | -34.1% | -16.6% |
| 1Y | -3.5% | +32.3% | -35.7% | -17.4% |
| 3Y | +48.1% | +110.5% | -62.4% | -9.9% |
| 5Y | -13.5% | +141.8% | -155.3% | -52.9% |
| All | -13.5% | +139.0% | -152.5% | -52.9% |
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