+88.3%
RF vs CCEP
+85.5%
+2.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +0.6% |
| 7D | +1.3% | -3.1% | +4.4% | +2.0% |
| 30D | -3.6% | -2.6% | -1.0% | -3.1% |
| 3M | +8.1% | +14.9% | -6.8% | +4.7% |
| 6M | +11.5% | +2.3% | +9.2% | +10.4% |
| YTD | +15.6% | +17.8% | -2.3% | +10.6% |
| 1Y | +15.7% | +24.2% | -8.5% | +9.1% |
| All | +88.3% | +85.5% | +2.8% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling