+462.9%
META vs CCEP
+342.6%
+120.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.4% |
| 7D | +5.2% | +2.1% | +3.1% | +4.5% |
| 30D | -13.0% | +10.6% | -23.6% | -16.2% |
| 3M | +7.9% | +10.3% | -2.4% | +3.9% |
| 6M | +4.2% | +31.1% | -26.8% | -5.7% |
| YTD | -2.5% | +32.1% | -34.7% | -12.5% |
| 1Y | +5.6% | +32.8% | -27.3% | -5.5% |
| 3Y | +96.8% | +111.3% | -14.5% | +44.5% |
| 5Y | +90.0% | +147.5% | -57.5% | +30.1% |
| All | +462.9% | +342.6% | +120.4% | +232.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling