+336.0%
IR vs CCEP
+281.0%
+55.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +1.1% | +1.8% | -0.7% | +0.3% |
| 30D | +7.6% | +12.2% | -4.6% | +1.6% |
| 3M | +0.1% | +10.7% | -10.6% | -5.1% |
| 6M | +14.0% | +27.5% | -13.5% | +0.6% |
| YTD | +7.5% | +31.3% | -23.9% | -6.7% |
| 1Y | +10.1% | +29.9% | -19.8% | -3.9% |
| 3Y | +24.9% | +111.1% | -86.2% | -16.6% |
| 5Y | +46.9% | +142.3% | -95.5% | -10.0% |
| All | +336.0% | +281.0% | +55.0% | +115.6% |
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 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