+71.7%
TER vs CCEP
+147.2%
-75.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.4% | -6.8% | -5.7% |
| 7D | +14.4% | +2.1% | +12.3% | +13.8% |
| 30D | -30.6% | +10.6% | -41.2% | -33.0% |
| 3M | -39.2% | +10.3% | -49.5% | -41.5% |
| 6M | -31.3% | +31.1% | -62.4% | -39.4% |
| YTD | +29.1% | +32.1% | -3.0% | +14.2% |
| 1Y | +47.4% | +32.8% | +14.6% | +30.0% |
| 3Y | +191.2% | +111.3% | +79.9% | +82.8% |
| All | +71.7% | +147.2% | -75.5% | -3.8% |
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