+12.4%
AA vs CCEP
+105.1%
-92.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -1.2% |
| 7D | -0.7% | -3.1% | +2.4% | +0.2% |
| 30D | +5.0% | -2.6% | +7.6% | +5.7% |
| 3M | -35.8% | +14.9% | -50.8% | -39.2% |
| 6M | -18.4% | +2.3% | -20.7% | -19.5% |
| YTD | -5.5% | +17.8% | -23.3% | -12.3% |
| 1Y | +61.0% | +24.2% | +36.8% | +44.7% |
| 3Y | +66.2% | +84.7% | -18.5% | +20.4% |
| All | +12.4% | +105.1% | -92.7% | -22.8% |
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