+5,241.4%
O vs CCEP
+6,373.8%
-1,132.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | +3.7% | +2.6% | +1.1% | +3.1% |
| 30D | +11.2% | +15.1% | -3.9% | +7.6% |
| 3M | -4.0% | +7.3% | -11.3% | -5.6% |
| 6M | -5.2% | +23.4% | -28.7% | -9.9% |
| YTD | +9.5% | +29.4% | -19.9% | +2.8% |
| 1Y | +10.6% | +34.2% | -23.6% | +2.9% |
| 3Y | +38.1% | +108.4% | -70.2% | +15.6% |
| 5Y | +10.2% | +147.3% | -137.0% | -12.2% |
| 10Y | +71.4% | +301.3% | -229.9% | +22.2% |
| All | +5,241.4% | +6,373.8% | -1,132.4% | +2,621.3% |
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