+469.1%
P vs CCEP
+337.6%
+131.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.9% |
| 7D | -23.8% | +2.6% | -26.4% | -24.7% |
| 30D | -36.6% | +15.1% | -51.8% | -40.1% |
| 3M | +10.9% | +7.3% | +3.6% | +7.1% |
| 6M | +30.0% | +23.4% | +6.6% | +18.5% |
| YTD | +44.4% | +29.4% | +15.0% | +28.3% |
| 1Y | +3.9% | +34.2% | -30.3% | -9.0% |
| 3Y | +176.6% | +108.4% | +68.2% | +94.3% |
| 5Y | +249.3% | +147.3% | +102.0% | +122.3% |
| 10Y | +726.9% | +301.3% | +425.6% | +320.9% |
| All | +469.1% | +337.6% | +131.6% | +187.5% |
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