+39.5%
PL vs CCEP
+147.0%
-107.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.1% | -1.1% |
| 7D | +10.0% | +2.1% | +7.9% | +9.4% |
| 30D | -2.3% | +10.6% | -12.9% | -6.1% |
| 3M | -44.2% | +10.3% | -54.5% | -46.5% |
| 6M | -66.1% | +31.1% | -97.2% | -70.2% |
| YTD | -30.0% | +32.1% | -62.1% | -39.3% |
| 1Y | +21.0% | +32.8% | -11.8% | +4.3% |
| 3Y | +516.5% | +111.3% | +405.2% | +307.1% |
| 5Y | +32.0% | +147.5% | -115.5% | -23.5% |
| All | +39.5% | +147.0% | -107.5% | -19.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling