+213.6%
RF vs CCEP
+342.6%
-128.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.5% |
| 7D | +1.9% | +2.1% | -0.2% | +0.8% |
| 30D | +7.3% | +10.6% | -3.3% | +1.3% |
| 3M | -7.9% | +10.3% | -18.2% | -13.1% |
| 6M | +10.5% | +31.1% | -20.6% | -5.7% |
| YTD | +9.6% | +32.1% | -22.5% | -7.8% |
| 1Y | +20.3% | +32.8% | -12.5% | +0.8% |
| 3Y | +119.5% | +111.3% | +8.2% | +35.2% |
| 5Y | +48.2% | +147.5% | -99.3% | -19.5% |
| All | +213.6% | +342.6% | -128.9% | +48.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling