+24.3%
IR vs CCEP
+110.9%
-86.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +4.3% | -0.3% | +4.6% | +4.3% |
| 30D | +8.1% | +11.0% | -2.9% | +5.5% |
| 3M | +0.7% | +9.2% | -8.5% | -1.4% |
| 6M | +16.6% | +27.2% | -10.6% | +9.6% |
| YTD | +7.8% | +30.3% | -22.5% | +1.0% |
| 1Y | +9.9% | +28.7% | -18.8% | +3.2% |
| All | +24.3% | +110.9% | -86.6% | +4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling