-3.3%
PR vs CCEP
+28.5%
-31.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.3% | -6.1% | -4.3% |
| 7D | -16.5% | +5.7% | -22.3% | -14.2% |
| 30D | -4.5% | +15.3% | -19.8% | +2.1% |
| 3M | +8.5% | +8.0% | +0.5% | +12.9% |
| 6M | -3.3% | +26.7% | -30.1% | +6.7% |
| All | -3.3% | +28.5% | -31.8% | +6.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling