+43.7%
RF vs CCEP
+157.0%
-113.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.6% |
| 7D | -1.6% | +5.7% | -7.4% | -3.8% |
| 30D | +5.0% | +15.3% | -10.3% | -0.8% |
| 3M | -10.0% | +8.0% | -18.0% | -12.9% |
| 6M | +3.3% | +26.7% | -23.4% | -6.5% |
| YTD | +7.9% | +30.7% | -22.8% | -4.3% |
| 1Y | +21.2% | +36.5% | -15.3% | +5.4% |
| 3Y | +105.8% | +111.1% | -5.3% | +39.9% |
| 5Y | +43.7% | +149.7% | -106.0% | -14.8% |
| All | +43.7% | +157.0% | -113.3% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling