-30.3%
PL vs CCEP
+1.4%
-31.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.9% | -2.7% |
| 7D | -9.3% | -3.1% | -6.2% | -10.6% |
| 30D | -18.9% | -2.6% | -16.3% | -19.8% |
| 3M | -58.4% | +14.9% | -73.3% | -56.3% |
| 6M | -30.3% | +2.3% | -32.6% | -23.1% |
| All | -30.3% | +1.4% | -31.7% | -23.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling