+42.1%
RF vs CCEP
+148.1%
-106.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | -0.9% | +2.6% | -3.5% | -1.9% |
| 30D | +6.0% | +15.1% | -9.1% | +0.2% |
| 3M | -8.9% | +7.3% | -16.2% | -11.6% |
| 6M | +2.3% | +23.4% | -21.1% | -6.4% |
| YTD | +7.6% | +29.4% | -21.8% | -4.3% |
| 1Y | +21.2% | +34.2% | -13.1% | +6.0% |
| 3Y | +108.5% | +108.4% | +0.2% | +42.6% |
| All | +42.1% | +148.1% | -106.0% | -15.6% |
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 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