+169.5%
PR vs CCEP
+264.1%
-94.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -0.4% |
| 7D | +2.9% | -3.1% | +6.0% | +4.1% |
| 30D | +18.0% | -2.6% | +20.6% | +19.0% |
| 3M | +16.9% | +14.9% | +1.9% | +9.7% |
| 6M | +28.2% | +2.3% | +26.0% | +25.4% |
| YTD | +69.3% | +17.8% | +51.5% | +55.6% |
| 1Y | +69.5% | +24.2% | +45.3% | +51.7% |
| 3Y | +81.7% | +84.7% | -3.0% | +33.6% |
| 5Y | +422.2% | +103.2% | +319.1% | +260.4% |
| 10Y | +110.4% | +257.4% | -147.0% | +35.9% |
| All | +169.5% | +264.1% | -94.6% | +73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling