+8,630.0%
TER vs CCEP
+7,553.0%
+1,076.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.9% |
| 7D | -20.5% | +2.6% | -23.0% | -21.3% |
| 30D | -47.0% | +15.1% | -62.1% | -49.7% |
| 3M | -43.3% | +7.3% | -50.6% | -45.2% |
| 6M | -42.9% | +23.4% | -66.3% | -47.7% |
| YTD | +12.9% | +29.4% | -16.5% | +2.0% |
| 1Y | +18.2% | +34.2% | -16.1% | +5.4% |
| 3Y | +151.8% | +108.4% | +43.4% | +90.6% |
| 5Y | +54.2% | +147.3% | -93.0% | +10.4% |
| 10Y | +908.2% | +301.3% | +606.9% | +498.5% |
| All | +8,630.0% | +7,553.0% | +1,076.9% | +2,044.4% |
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