-26.6%
U vs CCEP
+222.8%
-249.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | +2.8% | -0.3% | +3.1% | +2.9% |
| 30D | +7.6% | +11.0% | -3.3% | +3.3% |
| 3M | +12.7% | +9.2% | +3.5% | +8.7% |
| 6M | +87.0% | +27.2% | +59.8% | +70.1% |
| YTD | +13.6% | +30.3% | -16.7% | +0.7% |
| 1Y | +25.3% | +28.7% | -3.4% | +11.6% |
| 3Y | +85.8% | +109.4% | -23.6% | +32.2% |
| 5Y | -74.5% | +144.1% | -218.6% | -83.6% |
| All | -26.6% | +222.8% | -249.4% | -34.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling