+1,575.9%
NRG vs CCEP
+1,600.3%
-24.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | +9.3% | -1.0% | +10.2% | +9.6% |
| 30D | +1.3% | -1.6% | +2.9% | +1.7% |
| 3M | -6.0% | +11.9% | -17.8% | -10.9% |
| 6M | -22.0% | +7.5% | -29.4% | -24.8% |
| YTD | -24.1% | +18.7% | -42.9% | -30.0% |
| 1Y | -18.0% | +21.4% | -39.4% | -25.7% |
| 3Y | +220.0% | +89.1% | +130.9% | +136.6% |
| 5Y | +201.1% | +108.7% | +92.4% | +108.4% |
| 10Y | +1,085.1% | +241.0% | +844.1% | +529.2% |
| All | +1,575.9% | +1,600.3% | -24.4% | +223.4% |
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