+2,327.9%
NDAQ vs CCEP
+1,488.8%
+839.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.3% | -0.7% |
| 7D | -2.4% | -3.1% | +0.6% | -1.3% |
| 30D | +2.5% | -2.6% | +5.1% | +3.4% |
| 3M | +9.9% | +14.9% | -5.0% | +4.1% |
| 6M | +9.4% | +2.3% | +7.2% | +8.0% |
| YTD | +0.4% | +17.8% | -17.4% | -6.5% |
| 1Y | +4.0% | +24.2% | -20.2% | -5.4% |
| 3Y | +94.4% | +84.7% | +9.7% | +49.6% |
| 5Y | +56.7% | +103.2% | -46.5% | +13.6% |
| 10Y | +375.3% | +257.4% | +117.9% | +156.1% |
| All | +2,327.9% | +1,488.8% | +839.1% | +455.6% |
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