+44.9%
IR vs CCEP
+147.2%
-102.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.9% |
| 7D | +2.5% | +2.1% | +0.4% | +1.6% |
| 30D | +9.2% | +10.6% | -1.4% | +4.2% |
| 3M | +0.9% | +10.3% | -9.4% | -3.8% |
| 6M | +19.2% | +31.1% | -11.8% | +4.4% |
| YTD | +7.5% | +32.1% | -24.6% | -6.4% |
| 1Y | +11.7% | +32.8% | -21.1% | -3.0% |
| 3Y | +23.9% | +111.3% | -87.4% | -19.7% |
| All | +44.9% | +147.2% | -102.3% | -18.1% |
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