+3,310.4%
V vs CCEP
+1,399.8%
+1,910.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 7D | +2.2% | +2.6% | -0.4% | +1.2% |
| 30D | +13.6% | +15.1% | -1.6% | +7.5% |
| 3M | +14.3% | +7.3% | +7.0% | +11.0% |
| 6M | +33.1% | +23.4% | +9.7% | +22.3% |
| YTD | +21.2% | +29.4% | -8.2% | +8.7% |
| 1Y | +26.4% | +34.2% | -7.8% | +11.6% |
| 3Y | +77.6% | +108.4% | -30.8% | +30.4% |
| 5Y | +102.6% | +147.3% | -44.7% | +37.1% |
| 10Y | +464.4% | +301.3% | +163.1% | +205.6% |
| All | +3,310.4% | +1,399.8% | +1,910.6% | +736.5% |
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