+3,017.7%
SPY vs CCEP
+10,126.4%
-7,108.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | -0.6% | +5.4% | -6.0% | -1.9% |
| 30D | -3.7% | +12.8% | -16.4% | -6.8% |
| 3M | -2.7% | +10.9% | -13.6% | -5.6% |
| 6M | +2.2% | +25.6% | -23.4% | -4.2% |
| YTD | +10.8% | +31.0% | -20.2% | +2.5% |
| 1Y | +11.2% | +32.3% | -21.0% | +2.6% |
| 3Y | +76.5% | +110.5% | -34.0% | +42.8% |
| 5Y | +72.9% | +141.8% | -68.9% | +33.8% |
| 10Y | +304.8% | +341.1% | -36.3% | +162.5% |
| All | +3,017.7% | +10,126.4% | -7,108.7% | +969.0% |
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