+1,628.8%
T vs CCEP
+7,667.7%
-6,038.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +2.0% | +1.8% | +0.2% | +1.6% |
| 30D | -1.0% | +12.2% | -13.2% | -3.4% |
| 3M | -8.1% | +10.7% | -18.8% | -10.1% |
| 6M | -8.3% | +27.5% | -35.7% | -13.0% |
| YTD | -6.1% | +31.3% | -37.5% | -11.8% |
| 1Y | -7.4% | +29.9% | -37.3% | -12.8% |
| 3Y | +65.4% | +111.1% | -45.6% | +40.0% |
| 5Y | +57.6% | +142.3% | -84.7% | +28.3% |
| 10Y | +61.4% | +335.5% | -274.1% | +14.5% |
| All | +1,628.8% | +7,667.7% | -6,038.9% | +561.5% |
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