-67.2%
PL vs CCEP
+25.3%
-92.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.8% | -10.2% | -3.1% |
| 7D | -11.7% | +4.2% | -16.0% | -8.2% |
| 30D | -27.1% | +14.2% | -41.3% | -19.1% |
| 3M | -44.6% | +9.1% | -53.7% | -40.2% |
| 6M | -67.2% | +26.9% | -94.0% | -58.6% |
| All | -67.2% | +25.3% | -92.5% | -58.6% |
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 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