-86.9%
OPEN vs CCEP
+271.9%
-358.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | 0.0% |
| 7D | -21.7% | +1.7% | -23.3% | -22.2% |
| 30D | -36.5% | +12.7% | -49.2% | -40.8% |
| 3M | -59.5% | +8.5% | -68.0% | -61.5% |
| 6M | -71.9% | +25.6% | -97.4% | -75.6% |
| YTD | -75.8% | +30.9% | -106.7% | -79.8% |
| 1Y | -78.5% | +32.0% | -110.5% | -82.2% |
| 3Y | -30.2% | +110.9% | -141.1% | -54.5% |
| 5Y | -93.3% | +138.5% | -231.7% | -96.0% |
| All | -86.9% | +271.9% | -358.9% | -91.2% |
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