+2,926.4%
V vs CCEP
+1,265.9%
+1,660.6%
-51.9%
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 | -1.7% | -3.1% | +1.4% | -0.5% |
| 30D | +2.0% | -2.6% | +4.6% | +3.0% |
| 3M | +17.4% | +14.9% | +2.4% | +11.1% |
| 6M | +17.5% | +2.3% | +15.2% | +15.9% |
| YTD | +7.6% | +17.8% | -10.3% | +0.1% |
| 1Y | +7.7% | +24.2% | -16.5% | -2.0% |
| 3Y | +54.7% | +84.7% | -30.1% | +19.0% |
| 5Y | +73.0% | +103.2% | -30.1% | +26.3% |
| 10Y | +390.9% | +257.4% | +133.5% | +178.0% |
| All | +2,926.4% | +1,265.9% | +1,660.6% | +670.8% |
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