+5,615.8%
NI vs CCEP
+7,667.7%
-2,051.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +0.6% | +1.8% | -1.2% | +0.2% |
| 30D | +11.2% | +12.2% | -0.9% | +8.6% |
| 3M | +9.2% | +10.7% | -1.5% | +6.8% |
| 6M | -1.8% | +27.5% | -29.3% | -6.8% |
| YTD | +12.0% | +31.3% | -19.3% | +5.5% |
| 1Y | +6.4% | +29.9% | -23.5% | +0.4% |
| 3Y | +99.4% | +111.1% | -11.7% | +69.9% |
| 5Y | +113.1% | +142.3% | -29.2% | +75.1% |
| 10Y | +192.3% | +335.5% | -143.2% | +112.1% |
| All | +5,615.8% | +7,667.7% | -2,051.9% | +2,480.5% |
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