+196.2%
W vs CCEP
+408.4%
-212.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.0% |
| 7D | -3.6% | +2.6% | -6.2% | -4.7% |
| 30D | +7.0% | +15.1% | -8.2% | -0.1% |
| 3M | +7.4% | +7.3% | +0.1% | +3.6% |
| 6M | +69.3% | +23.4% | +45.9% | +52.4% |
| YTD | +11.3% | +29.4% | -18.1% | -2.7% |
| 1Y | +13.2% | +34.2% | -21.0% | -2.7% |
| 3Y | +142.0% | +108.4% | +33.7% | +63.6% |
| 5Y | -54.6% | +147.3% | -201.9% | -71.6% |
| 10Y | +243.7% | +301.3% | -57.6% | +76.2% |
| All | +196.2% | +408.4% | -212.1% | +38.0% |
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