+1,449.6%
NET vs CCEP
+130.5%
+1,319.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.2% |
| 7D | -7.0% | -3.1% | -3.9% | -6.3% |
| 30D | -4.8% | -2.6% | -2.2% | -4.3% |
| 3M | +3.8% | +14.9% | -11.1% | 0.0% |
| 6M | +50.0% | +2.3% | +47.8% | +48.2% |
| YTD | +41.5% | +17.8% | +23.6% | +33.7% |
| 1Y | +32.8% | +24.2% | +8.6% | +23.0% |
| 3Y | +335.9% | +84.7% | +251.2% | +251.7% |
| 5Y | +113.8% | +103.2% | +10.6% | +63.4% |
| All | +1,449.6% | +130.5% | +1,319.1% | +1,086.1% |
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