+535.7%
ON vs CCEP
+315.0%
+220.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | -4.1% | +5.4% | -9.5% | -6.8% |
| 30D | -10.2% | +12.8% | -23.0% | -16.4% |
| 3M | -12.7% | +10.9% | -23.6% | -18.4% |
| 6M | -32.5% | +25.6% | -58.2% | -42.1% |
| YTD | +28.6% | +31.0% | -2.4% | +7.3% |
| 1Y | +43.4% | +32.3% | +11.1% | +18.8% |
| 3Y | +3.3% | +110.5% | -107.2% | -37.9% |
| 5Y | +22.5% | +141.8% | -119.3% | -33.1% |
| 10Y | +535.7% | +341.1% | +194.6% | +165.5% |
| All | +535.7% | +315.0% | +220.7% | +165.5% |
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 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