+160.5%
PR vs CCEP
+298.8%
-138.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.8% | -10.4% | -8.0% |
| 7D | -12.1% | +4.2% | -16.4% | -13.6% |
| 30D | +0.9% | +14.2% | -13.3% | -4.3% |
| 3M | +10.1% | +9.1% | +1.0% | +5.8% |
| 6M | +1.1% | +26.9% | -25.7% | -9.1% |
| YTD | +63.7% | +29.1% | +34.6% | +44.7% |
| 1Y | +87.0% | +36.8% | +50.3% | +61.2% |
| 3Y | +70.7% | +108.5% | -37.8% | +19.5% |
| 5Y | +246.8% | +155.8% | +91.0% | +115.5% |
| 10Y | +72.6% | +300.3% | -227.7% | +6.8% |
| All | +160.5% | +298.8% | -138.3% | +60.9% |
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 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