+403.1%
PL vs CCEP
+111.8%
+291.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +1.3% | -11.4% | -10.2% |
| 7D | -20.5% | +5.7% | -26.3% | -20.9% |
| 30D | -38.8% | +15.3% | -54.1% | -39.9% |
| 3M | -49.1% | +8.0% | -57.1% | -49.5% |
| 6M | -69.4% | +26.7% | -96.1% | -71.0% |
| YTD | -42.3% | +30.7% | -73.0% | -46.8% |
| 1Y | -14.2% | +36.5% | -50.7% | -23.2% |
| All | +403.1% | +111.8% | +291.3% | +183.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling