+35,474.8%
LOW vs CCEP
+6,869.6%
+28,605.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.4% | +2.2% |
| 7D | -1.7% | -3.1% | +1.3% | -0.9% |
| 30D | -7.0% | -2.6% | -4.4% | -6.4% |
| 3M | -0.9% | +14.9% | -15.8% | -4.9% |
| 6M | -20.1% | +2.3% | -22.3% | -20.7% |
| YTD | -13.9% | +17.8% | -31.8% | -18.1% |
| 1Y | -21.1% | +24.2% | -45.3% | -26.1% |
| 3Y | -6.6% | +84.7% | -91.4% | -22.6% |
| 5Y | +9.4% | +103.2% | -93.8% | -12.7% |
| 10Y | +220.5% | +257.4% | -36.9% | +113.2% |
| All | +35,474.8% | +6,869.6% | +28,605.2% | +9,370.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling