+221.7%
PR vs CCEP
+148.1%
+73.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.1% |
| 7D | -16.4% | +2.6% | -19.0% | -16.9% |
| 30D | -1.9% | +15.1% | -17.0% | -4.8% |
| 3M | +8.0% | +7.3% | +0.7% | +6.2% |
| 6M | +4.1% | +23.4% | -19.3% | -1.5% |
| YTD | +58.7% | +29.4% | +29.3% | +46.8% |
| 1Y | +75.8% | +34.2% | +41.6% | +60.7% |
| 3Y | +73.2% | +108.4% | -35.2% | +32.5% |
| All | +221.7% | +148.1% | +73.6% | +119.9% |
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