+44.1%
AA vs CCEP
+336.4%
-292.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.0% |
| 7D | +5.3% | -0.3% | +5.6% | +5.5% |
| 30D | -2.3% | +11.0% | -13.2% | -7.6% |
| 3M | -20.8% | +9.2% | -30.0% | -24.8% |
| 6M | -39.8% | +27.2% | -67.0% | -47.9% |
| YTD | -23.3% | +30.3% | -53.6% | -35.3% |
| 1Y | +1.8% | +28.7% | -26.8% | -13.7% |
| 3Y | +69.5% | +109.4% | -39.9% | +4.3% |
| 5Y | -18.0% | +144.1% | -162.1% | -54.8% |
| All | +44.1% | +336.4% | -292.4% | -38.6% |
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