+64.8%
PR vs CCEP
+299.9%
-235.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.2% | -1.5% |
| 7D | -12.4% | +1.7% | -14.0% | -13.1% |
| 30D | -6.6% | +12.7% | -19.3% | -11.1% |
| 3M | +7.5% | +8.5% | -1.0% | +3.4% |
| 6M | +10.8% | +25.6% | -14.8% | -0.2% |
| YTD | +57.0% | +30.9% | +26.1% | +37.5% |
| 1Y | +67.9% | +32.0% | +36.0% | +46.5% |
| 3Y | +87.6% | +110.9% | -23.3% | +29.3% |
| 5Y | +220.4% | +138.5% | +81.9% | +103.3% |
| 10Y | +64.8% | +302.3% | -237.5% | +5.8% |
| All | +64.8% | +299.9% | -235.1% | +5.8% |
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