+190.5%
P vs CCEP
+108.8%
+81.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.2% | +5.1% | +6.7% |
| 7D | -9.6% | +1.7% | -11.3% | -8.9% |
| 30D | -33.4% | +12.7% | -46.1% | -30.9% |
| 3M | +14.2% | +8.5% | +5.7% | +17.7% |
| 6M | +31.6% | +25.6% | +6.0% | +39.7% |
| YTD | +53.5% | +30.9% | +22.5% | +64.2% |
| 1Y | +14.2% | +32.0% | -17.8% | +22.4% |
| 3Y | +190.5% | +110.9% | +79.6% | +249.9% |
| All | +190.5% | +108.8% | +81.7% | +249.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling