+3.9%
PEP vs CCEP
+36.6%
-32.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | +2.9% | +2.6% | +0.3% | +1.7% |
| 30D | +14.2% | +15.1% | -0.9% | +7.1% |
| 3M | +3.2% | +7.3% | -4.1% | -0.3% |
| 6M | -7.4% | +23.4% | -30.9% | -15.4% |
| YTD | +1.5% | +29.4% | -27.9% | -9.4% |
| 1Y | +3.9% | +34.2% | -30.4% | -8.4% |
| All | +3.9% | +36.6% | -32.8% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling