+50.3%
O vs CCEP
+244.1%
-193.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.7% |
| 7D | -0.6% | -1.0% | +0.4% | -0.2% |
| 30D | -2.0% | -1.6% | -0.3% | -1.4% |
| 3M | +3.0% | +11.9% | -8.9% | -1.8% |
| 6M | -3.6% | +7.5% | -11.1% | -6.9% |
| YTD | +12.1% | +18.7% | -6.7% | +3.8% |
| 1Y | +8.9% | +21.4% | -12.5% | -0.3% |
| 3Y | +30.3% | +89.1% | -58.8% | -2.0% |
| 5Y | +13.7% | +108.7% | -95.0% | -19.9% |
| 10Y | +50.3% | +241.0% | -190.7% | -11.9% |
| All | +50.3% | +244.1% | -193.8% | -11.9% |
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