-37.8%
U vs CCEP
+186.6%
-224.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.5% |
| 7D | +4.4% | -3.7% | +8.0% | +5.8% |
| 30D | -1.3% | -2.1% | +0.8% | -0.5% |
| 3M | +49.6% | +7.2% | +42.4% | +45.9% |
| 6M | +100.2% | +3.3% | +96.9% | +97.3% |
| YTD | -3.7% | +15.7% | -19.4% | -10.5% |
| 1Y | -6.5% | +16.6% | -23.1% | -13.8% |
| 3Y | +12.9% | +84.3% | -71.4% | -15.5% |
| 5Y | -68.3% | +109.0% | -177.3% | -78.9% |
| All | -37.8% | +186.6% | -224.4% | -41.9% |
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