+48.4%
IR vs CCEP
+105.1%
-56.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.4% | +2.6% |
| 7D | -2.8% | -3.1% | +0.2% | -1.5% |
| 30D | -15.1% | -2.6% | -12.5% | -14.2% |
| 3M | +6.1% | +14.9% | -8.9% | -0.9% |
| 6M | -16.8% | +2.3% | -19.1% | -18.1% |
| YTD | -3.5% | +17.8% | -21.4% | -11.2% |
| 1Y | -3.5% | +24.2% | -27.7% | -13.6% |
| 3Y | +9.5% | +84.7% | -75.2% | -23.3% |
| All | +48.4% | +105.1% | -56.7% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling