+10.7%
O vs CCEP
+148.1%
-137.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | +3.7% | +2.6% | +1.1% | +2.9% |
| 30D | +11.2% | +15.1% | -3.9% | +6.4% |
| 3M | -4.0% | +7.3% | -11.3% | -6.2% |
| 6M | -5.2% | +23.4% | -28.7% | -11.5% |
| YTD | +9.5% | +29.4% | -19.9% | +0.6% |
| 1Y | +10.6% | +34.2% | -23.6% | +0.4% |
| 3Y | +38.1% | +108.4% | -70.2% | +9.0% |
| All | +10.7% | +148.1% | -137.4% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling