+1,514.2%
RF vs CCEP
+6,869.6%
-5,355.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +1.1% |
| 7D | +1.3% | -3.1% | +4.4% | +2.5% |
| 30D | -3.6% | -2.6% | -1.0% | -2.7% |
| 3M | +8.1% | +14.9% | -6.8% | +2.5% |
| 6M | +11.5% | +2.3% | +9.2% | +10.1% |
| YTD | +15.6% | +17.8% | -2.3% | +8.0% |
| 1Y | +15.7% | +24.2% | -8.5% | +5.8% |
| 3Y | +86.9% | +84.7% | +2.2% | +46.0% |
| 5Y | +89.8% | +103.2% | -13.4% | +41.7% |
| 10Y | +344.7% | +257.4% | +87.3% | +171.6% |
| All | +1,514.2% | +6,869.6% | -5,355.5% | +383.2% |
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