+65.2%
PR vs CCEP
+301.0%
-235.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.3% |
| 7D | -16.4% | +2.6% | -19.0% | -17.4% |
| 30D | -1.9% | +15.1% | -17.0% | -7.4% |
| 3M | +8.0% | +7.3% | +0.7% | +4.3% |
| 6M | +4.1% | +23.4% | -19.3% | -5.6% |
| YTD | +58.7% | +29.4% | +29.3% | +39.6% |
| 1Y | +75.8% | +34.2% | +41.6% | +52.2% |
| 3Y | +73.2% | +108.4% | -35.2% | +20.0% |
| 5Y | +230.1% | +147.3% | +82.9% | +105.5% |
| All | +65.2% | +301.0% | -235.8% | +7.6% |
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