+163.8%
ON vs CCEP
+1,793.0%
-1,629.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | -11.7% | +2.6% | -14.2% | -12.8% |
| 30D | -23.3% | +15.1% | -38.4% | -28.2% |
| 3M | -19.2% | +7.3% | -26.5% | -22.4% |
| 6M | -40.1% | +23.4% | -63.6% | -46.4% |
| YTD | +16.9% | +29.4% | -12.5% | +2.2% |
| 1Y | +29.7% | +34.2% | -4.5% | +11.4% |
| 3Y | -4.4% | +108.4% | -112.8% | -33.6% |
| 5Y | +7.1% | +147.3% | -140.2% | -30.9% |
| 10Y | +447.2% | +301.3% | +145.9% | +185.5% |
| All | +163.8% | +1,793.0% | -1,629.2% | -27.3% |
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