+210.1%
W vs CCEP
+342.6%
-132.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.3% |
| 7D | +0.2% | +2.1% | -1.9% | -0.9% |
| 30D | +6.8% | +10.6% | -3.8% | +1.4% |
| 3M | +10.7% | +10.3% | +0.4% | +5.0% |
| 6M | +86.3% | +31.1% | +55.3% | +61.4% |
| YTD | +11.5% | +32.1% | -20.7% | -4.6% |
| 1Y | +5.1% | +32.8% | -27.7% | -10.3% |
| 3Y | +171.0% | +111.3% | +59.7% | +75.7% |
| 5Y | -56.6% | +147.5% | -204.1% | -74.1% |
| All | +210.1% | +342.6% | -132.4% | +65.4% |
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