+53.4%
T vs CCEP
+148.1%
-94.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | +1.0% | +2.6% | -1.5% | +0.2% |
| 30D | -10.6% | +15.1% | -25.7% | -14.1% |
| 3M | -7.7% | +7.3% | -15.0% | -9.6% |
| 6M | -13.3% | +23.4% | -36.7% | -18.4% |
| YTD | -8.8% | +29.4% | -38.2% | -15.7% |
| 1Y | -8.4% | +34.2% | -42.6% | -16.3% |
| 3Y | +59.6% | +108.4% | -48.7% | +28.8% |
| All | +53.4% | +148.1% | -94.7% | +16.7% |
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