+162.6%
JPM vs CCEP
+89.4%
+73.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.2% | -1.6% |
| 7D | -0.4% | -1.0% | +0.6% | -0.2% |
| 30D | -1.1% | -1.6% | +0.5% | -0.8% |
| 3M | +14.1% | +11.9% | +2.3% | +11.6% |
| 6M | +23.3% | +7.5% | +15.8% | +21.2% |
| YTD | +11.3% | +18.7% | -7.5% | +7.2% |
| 1Y | +23.0% | +21.4% | +1.6% | +17.8% |
| 3Y | +162.6% | +89.1% | +73.4% | +126.4% |
| All | +162.6% | +89.4% | +73.1% | +126.4% |
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 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