+497.0%
ABBV vs CCEP
+237.8%
+259.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.4% | +1.6% |
| 7D | -4.1% | -3.7% | -0.5% | -3.2% |
| 30D | +1.2% | -2.1% | +3.3% | +1.7% |
| 3M | +12.1% | +7.2% | +4.9% | +9.8% |
| 6M | +12.0% | +3.3% | +8.7% | +10.7% |
| YTD | +12.4% | +15.7% | -3.3% | +7.4% |
| 1Y | +22.9% | +16.6% | +6.4% | +17.1% |
| 3Y | +86.8% | +84.3% | +2.5% | +55.5% |
| 5Y | +181.0% | +109.0% | +72.0% | +122.0% |
| 10Y | +497.0% | +238.1% | +258.8% | +315.4% |
| All | +497.0% | +237.8% | +259.2% | +315.4% |
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 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