+163.6%
W vs CCEP
+363.0%
-199.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.1% | +5.6% | +4.0% |
| 7D | -4.2% | -3.1% | -1.1% | -2.8% |
| 30D | -7.6% | -2.6% | -5.0% | -6.5% |
| 3M | +37.2% | +14.9% | +22.2% | +27.8% |
| 6M | +26.3% | +2.3% | +24.1% | +24.4% |
| YTD | -1.0% | +17.8% | -18.8% | -9.4% |
| 1Y | +20.1% | +24.2% | -4.1% | +7.0% |
| 3Y | +37.8% | +84.7% | -46.9% | -1.1% |
| 5Y | -63.7% | +103.2% | -166.8% | -75.3% |
| 10Y | +156.3% | +257.4% | -101.0% | +38.7% |
| All | +163.6% | +363.0% | -199.4% | +28.5% |
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