+16.8%
F vs CCEP
+1.4%
+15.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.6% | +1.8% |
| 7D | +5.3% | -3.1% | +8.4% | +5.7% |
| 30D | +4.6% | -2.6% | +7.2% | +4.9% |
| 3M | -3.7% | +14.9% | -18.6% | -5.5% |
| 6M | +16.8% | +2.3% | +14.6% | +21.2% |
| All | +16.8% | +1.4% | +15.4% | +21.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling