+485.4%
P vs CCEP
+298.5%
+186.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.1% | +4.5% | +2.5% |
| 7D | +6.5% | -3.1% | +9.6% | +7.7% |
| 30D | +18.8% | -2.6% | +21.4% | +19.7% |
| 3M | +26.7% | +14.9% | +11.8% | +19.5% |
| 6M | +62.2% | +2.3% | +59.9% | +59.2% |
| YTD | +48.5% | +17.8% | +30.7% | +37.5% |
| 1Y | +26.4% | +24.2% | +2.2% | +14.0% |
| 3Y | +159.4% | +84.7% | +74.7% | +92.0% |
| 5Y | +275.8% | +103.2% | +172.6% | +160.7% |
| 10Y | +732.0% | +257.4% | +474.7% | +343.4% |
| All | +485.4% | +298.5% | +186.9% | +208.0% |
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