+63.2%
PYPL vs CCEP
+409.2%
-346.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | +3.9% | +2.6% | +1.3% | +2.9% |
| 30D | +7.8% | +15.1% | -7.3% | +2.1% |
| 3M | -0.7% | +7.3% | -7.9% | -3.5% |
| 6M | +28.8% | +23.4% | +5.4% | +18.2% |
| YTD | +2.4% | +29.4% | -27.0% | -8.4% |
| 1Y | -9.6% | +34.2% | -43.8% | -20.3% |
| 3Y | +9.7% | +108.4% | -98.7% | -20.0% |
| 5Y | -73.5% | +147.3% | -220.7% | -82.1% |
| 10Y | +46.5% | +301.3% | -254.9% | -19.3% |
| All | +63.2% | +409.2% | -346.1% | -14.9% |
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