-15.8%
F vs CCEP
+148.1%
-163.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.2% |
| 7D | +1.6% | +2.6% | -1.0% | +0.3% |
| 30D | +2.6% | +15.1% | -12.5% | -4.2% |
| 3M | -8.8% | +7.3% | -16.1% | -12.1% |
| 6M | +4.6% | +23.4% | -18.8% | -6.7% |
| YTD | -1.9% | +29.4% | -31.3% | -14.9% |
| 1Y | -0.8% | +34.2% | -35.0% | -15.7% |
| 3Y | +43.5% | +108.4% | -64.9% | -11.7% |
| All | -15.8% | +148.1% | -163.9% | -54.4% |
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