+62.1%
PR vs CCEP
+305.0%
-243.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.3% | -6.1% | -5.3% |
| 7D | -16.5% | +5.7% | -22.3% | -18.5% |
| 30D | -4.5% | +15.3% | -19.8% | -9.9% |
| 3M | +8.5% | +8.0% | +0.5% | +4.7% |
| 6M | -3.3% | +26.7% | -30.1% | -13.3% |
| YTD | +55.7% | +30.7% | +25.0% | +36.5% |
| 1Y | +82.0% | +36.5% | +45.5% | +56.5% |
| 3Y | +62.5% | +111.1% | -48.7% | +12.0% |
| 5Y | +223.9% | +149.7% | +74.2% | +100.9% |
| All | +62.1% | +305.0% | -243.0% | +5.2% |
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