+40,501.6%
LOW vs CCEP
+7,646.6%
+32,855.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +8.7% | +5.4% | +3.3% | +7.1% |
| 30D | +25.5% | +12.8% | +12.7% | +21.3% |
| 3M | +6.6% | +10.9% | -4.3% | +3.5% |
| 6M | +2.4% | +25.6% | -23.2% | -4.1% |
| YTD | -1.7% | +31.0% | -32.7% | -9.3% |
| 1Y | +1.7% | +32.3% | -30.6% | -6.4% |
| 3Y | +26.6% | +110.5% | -83.9% | +1.2% |
| 5Y | +10.1% | +141.8% | -131.7% | -16.1% |
| 10Y | +303.3% | +341.1% | -37.8% | +153.9% |
| All | +40,501.6% | +7,646.6% | +32,855.0% | +10,391.6% |
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