+512.8%
F vs CCEP
+7,629.5%
-7,116.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.5% |
| 7D | +1.4% | +5.7% | -4.3% | -0.4% |
| 30D | +2.0% | +15.3% | -13.3% | -2.4% |
| 3M | -10.4% | +8.0% | -18.4% | -12.6% |
| 6M | +9.7% | +26.7% | -17.0% | +1.4% |
| YTD | -1.2% | +30.7% | -31.9% | -9.7% |
| 1Y | 0.0% | +36.5% | -36.5% | -9.8% |
| 3Y | +41.1% | +111.1% | -70.0% | +10.0% |
| 5Y | -11.4% | +149.7% | -161.1% | -34.4% |
| 10Y | +85.0% | +305.3% | -220.4% | +17.2% |
| All | +512.8% | +7,629.5% | -7,116.7% | +86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling