-87.0%
OPEN vs CCEP
+267.6%
-354.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -1.0% | -20.8% | -21.2% |
| 7D | -22.2% | +2.6% | -24.8% | -23.2% |
| 30D | -38.3% | +15.1% | -53.5% | -43.2% |
| 3M | -59.4% | +7.3% | -66.6% | -61.0% |
| 6M | -74.4% | +23.4% | -97.8% | -77.6% |
| YTD | -76.0% | +29.4% | -105.4% | -79.8% |
| 1Y | -78.7% | +34.2% | -112.9% | -82.5% |
| 3Y | -30.0% | +108.4% | -138.4% | -54.1% |
| 5Y | -93.7% | +147.3% | -241.0% | -96.2% |
| All | -87.0% | +267.6% | -354.7% | -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