+223.9%
PR vs CCEP
+157.0%
+66.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.3% | -6.1% | -5.1% |
| 7D | -16.5% | +5.7% | -22.3% | -17.5% |
| 30D | -4.5% | +15.3% | -19.8% | -7.3% |
| 3M | +8.5% | +8.0% | +0.5% | +6.6% |
| 6M | -3.3% | +26.7% | -30.1% | -9.1% |
| YTD | +55.7% | +30.7% | +25.0% | +43.8% |
| 1Y | +82.0% | +36.5% | +45.5% | +65.8% |
| 3Y | +62.5% | +111.1% | -48.7% | +24.0% |
| 5Y | +223.9% | +149.7% | +74.2% | +122.6% |
| All | +223.9% | +157.0% | +66.9% | +122.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling