+5,678.5%
NI vs CCEP
+7,713.8%
-2,035.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.2% |
| 7D | +4.3% | +2.1% | +2.2% | +3.9% |
| 30D | +12.4% | +10.6% | +1.8% | +10.0% |
| 3M | +10.2% | +10.3% | -0.1% | +7.8% |
| 6M | -0.8% | +31.1% | -31.9% | -6.4% |
| YTD | +13.2% | +32.1% | -18.9% | +6.5% |
| 1Y | +10.1% | +32.8% | -22.8% | +3.4% |
| 3Y | +103.1% | +111.3% | -8.2% | +73.1% |
| 5Y | +115.5% | +147.5% | -32.0% | +76.4% |
| 10Y | +195.5% | +338.1% | -142.6% | +114.1% |
| All | +5,678.5% | +7,713.8% | -2,035.3% | +2,505.6% |
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