+2,498.9%
MAR vs CCEP
+921.9%
+1,577.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +1.2% |
| 7D | -4.2% | -3.1% | -1.1% | -3.1% |
| 30D | -6.7% | -2.6% | -4.1% | -5.8% |
| 3M | -12.5% | +14.9% | -27.4% | -16.9% |
| 6M | +0.6% | +2.3% | -1.7% | -0.4% |
| YTD | +9.1% | +17.8% | -8.7% | +2.4% |
| 1Y | +26.2% | +24.2% | +2.0% | +16.1% |
| 3Y | +68.2% | +84.7% | -16.6% | +32.3% |
| 5Y | +163.9% | +103.2% | +60.7% | +99.0% |
| 10Y | +420.6% | +257.4% | +163.2% | +220.7% |
| All | +2,498.9% | +921.9% | +1,577.0% | +802.2% |
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