-54.2%
W vs CCEP
+148.1%
-202.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -0.8% |
| 7D | -3.6% | +2.6% | -6.2% | -5.1% |
| 30D | +7.0% | +15.1% | -8.2% | -2.3% |
| 3M | +7.4% | +7.3% | +0.1% | +2.3% |
| 6M | +69.3% | +23.4% | +45.9% | +46.8% |
| YTD | +11.3% | +29.4% | -18.1% | -7.6% |
| 1Y | +13.2% | +34.2% | -21.0% | -8.3% |
| 3Y | +142.0% | +108.4% | +33.7% | +29.2% |
| All | -54.2% | +148.1% | -202.3% | -79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling