+1,381.0%
NET vs CCEP
+152.5%
+1,228.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.8% | -6.4% | -3.4% |
| 7D | -16.4% | +4.2% | -20.6% | -17.2% |
| 30D | -25.8% | +14.2% | -40.0% | -28.4% |
| 3M | -11.5% | +9.1% | -20.7% | -13.8% |
| 6M | +18.9% | +26.9% | -7.9% | +11.1% |
| YTD | +35.2% | +29.1% | +6.1% | +24.6% |
| 1Y | +14.5% | +36.8% | -22.3% | +3.5% |
| 3Y | +313.8% | +108.5% | +205.3% | +222.2% |
| 5Y | +32.6% | +155.8% | -123.3% | -2.9% |
| All | +1,381.0% | +152.5% | +1,228.5% | +1,005.1% |
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