+79.3%
PR vs CCEP
+85.5%
-6.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -1.7% |
| 7D | +2.9% | -3.1% | +6.0% | +2.8% |
| 30D | +18.0% | -2.6% | +20.6% | +18.0% |
| 3M | +16.9% | +14.9% | +1.9% | +16.3% |
| 6M | +28.2% | +2.3% | +26.0% | +29.2% |
| YTD | +69.3% | +17.8% | +51.5% | +66.7% |
| 1Y | +69.5% | +24.2% | +45.3% | +65.2% |
| All | +79.3% | +85.5% | -6.2% | +76.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling