+53.9%
F vs CCEP
+105.1%
-51.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.6% | +2.9% |
| 7D | +5.3% | -3.1% | +8.4% | +6.9% |
| 30D | +4.6% | -2.6% | +7.2% | +5.7% |
| 3M | -3.7% | +14.9% | -18.6% | -10.6% |
| 6M | +16.8% | +2.3% | +14.6% | +14.8% |
| YTD | +15.3% | +17.8% | -2.6% | +5.0% |
| 1Y | +31.0% | +24.2% | +6.8% | +15.5% |
| 3Y | +45.4% | +84.7% | -39.3% | -3.4% |
| All | +53.9% | +105.1% | -51.2% | -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 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