-14.8%
AA vs CCEP
+148.1%
-162.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.2% |
| 7D | +0.9% | +2.6% | -1.7% | +0.1% |
| 30D | -6.7% | +15.1% | -21.8% | -10.7% |
| 3M | -16.3% | +7.3% | -23.6% | -18.4% |
| 6M | -37.1% | +23.4% | -60.5% | -41.8% |
| YTD | -25.0% | +29.4% | -54.4% | -32.6% |
| 1Y | +8.6% | +34.2% | -25.7% | -4.1% |
| 3Y | +57.2% | +108.4% | -51.1% | +7.9% |
| All | -14.8% | +148.1% | -162.9% | -46.4% |
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