-39.0%
U vs CCEP
+192.0%
-231.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | +0.2% |
| 7D | -3.8% | -3.1% | -0.7% | -2.7% |
| 30D | +17.5% | -2.6% | +20.0% | +18.6% |
| 3M | +38.7% | +14.9% | +23.8% | +31.8% |
| 6M | +104.4% | +2.3% | +102.2% | +102.3% |
| YTD | -5.7% | +17.8% | -23.5% | -12.9% |
| 1Y | +3.7% | +24.2% | -20.5% | -6.9% |
| 3Y | +12.3% | +84.7% | -72.4% | -15.9% |
| 5Y | -68.8% | +103.2% | -172.0% | -79.7% |
| All | -39.0% | +192.0% | -231.0% | -43.5% |
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