+3,280.3%
PEP vs CCEP
+7,629.5%
-4,349.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.0% | -0.1% |
| 7D | +6.7% | +5.7% | +0.9% | +5.2% |
| 30D | +13.5% | +15.3% | -1.8% | +9.5% |
| 3M | +3.9% | +8.0% | -4.1% | +1.9% |
| 6M | -6.0% | +26.7% | -32.7% | -11.6% |
| YTD | +2.5% | +30.7% | -28.2% | -4.5% |
| 1Y | +3.9% | +36.5% | -32.6% | -4.2% |
| 3Y | -4.7% | +111.1% | -115.8% | -21.6% |
| 5Y | +1.1% | +149.7% | -148.6% | -21.1% |
| 10Y | +83.8% | +305.3% | -221.5% | +24.2% |
| All | +3,280.3% | +7,629.5% | -4,349.2% | +869.9% |
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 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