+44.1%
IR vs CCEP
+148.1%
-104.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.8% |
| 7D | +3.7% | +2.6% | +1.1% | +2.4% |
| 30D | +7.4% | +15.1% | -7.7% | +0.6% |
| 3M | -5.9% | +7.3% | -13.2% | -9.3% |
| 6M | +5.6% | +23.4% | -17.8% | -5.0% |
| YTD | +4.8% | +29.4% | -24.6% | -7.9% |
| 1Y | +6.9% | +34.2% | -27.3% | -7.8% |
| 3Y | +27.6% | +108.4% | -80.8% | -16.9% |
| All | +44.1% | +148.1% | -104.0% | -18.4% |
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