+1,308.1%
OXY vs CCEP
+7,713.8%
-6,405.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.2% |
| 7D | +4.2% | +2.1% | +2.1% | +3.6% |
| 30D | -4.3% | +10.6% | -14.9% | -7.2% |
| 3M | +2.3% | +10.3% | -8.0% | -0.9% |
| 6M | +5.5% | +31.1% | -25.5% | -3.2% |
| YTD | +44.9% | +32.1% | +12.8% | +31.7% |
| 1Y | +42.6% | +32.8% | +9.8% | +29.4% |
| 3Y | +0.7% | +111.3% | -110.6% | -21.1% |
| 5Y | +96.9% | +147.5% | -50.6% | +44.4% |
| 10Y | +18.8% | +338.1% | -319.3% | -23.3% |
| All | +1,308.1% | +7,713.8% | -6,405.7% | +354.0% |
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