+277.0%
IR vs CCEP
+235.5%
+41.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.5% | -0.8% |
| 7D | -1.9% | -3.7% | +1.8% | -0.2% |
| 30D | -15.0% | -2.1% | -13.0% | -14.3% |
| 3M | -0.4% | +7.2% | -7.6% | -4.1% |
| 6M | -15.0% | +3.3% | -18.3% | -16.8% |
| YTD | -7.1% | +15.7% | -22.7% | -14.0% |
| 1Y | -7.5% | +16.6% | -24.1% | -15.0% |
| 3Y | +6.3% | +84.3% | -78.0% | -24.1% |
| 5Y | +37.3% | +109.0% | -71.7% | -9.5% |
| All | +277.0% | +235.5% | +41.5% | +98.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling