+14,183.4%
TER vs CCEP
+6,869.6%
+7,313.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.1% | +8.6% | +6.5% |
| 7D | +0.6% | -3.1% | +3.7% | +1.5% |
| 30D | -8.3% | -2.6% | -5.7% | -7.7% |
| 3M | -12.2% | +14.9% | -27.1% | -17.0% |
| 6M | +17.1% | +2.3% | +14.8% | +15.5% |
| YTD | +84.7% | +17.8% | +66.8% | +73.5% |
| 1Y | +199.9% | +24.2% | +175.7% | +175.0% |
| 3Y | +232.8% | +84.7% | +148.0% | +164.1% |
| 5Y | +198.6% | +103.2% | +95.4% | +129.4% |
| 10Y | +1,669.7% | +257.4% | +1,412.4% | +999.5% |
| All | +14,183.4% | +6,869.6% | +7,313.8% | +3,547.6% |
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