+40,454.4%
LOW vs CCEP
+7,667.7%
+32,786.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +1.0% | +1.8% | -0.8% | +0.5% |
| 30D | +25.6% | +12.2% | +13.4% | +21.6% |
| 3M | +5.3% | +10.7% | -5.3% | +2.3% |
| 6M | +3.7% | +27.5% | -23.7% | -3.3% |
| YTD | -1.9% | +31.3% | -33.2% | -9.4% |
| 1Y | +0.6% | +29.9% | -29.3% | -6.9% |
| 3Y | +26.4% | +111.1% | -84.7% | +1.0% |
| 5Y | +10.1% | +142.3% | -132.2% | -16.2% |
| 10Y | +301.3% | +335.5% | -34.2% | +153.5% |
| All | +40,454.4% | +7,667.7% | +32,786.7% | +10,371.1% |
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 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