+70.7%
AA vs CCEP
+85.5%
-14.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -1.9% |
| 7D | -0.7% | -3.1% | +2.4% | -0.4% |
| 30D | +5.0% | -2.6% | +7.6% | +5.2% |
| 3M | -35.8% | +14.9% | -50.8% | -37.3% |
| 6M | -18.4% | +2.3% | -20.7% | -18.4% |
| YTD | -5.5% | +17.8% | -23.3% | -9.0% |
| 1Y | +61.0% | +24.2% | +36.8% | +50.8% |
| All | +70.7% | +85.5% | -14.8% | +22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling