+1,345.5%
ABBV vs CCEP
+625.1%
+720.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.3% |
| 7D | +1.5% | +1.7% | -0.1% | +1.0% |
| 30D | +6.7% | +12.7% | -6.0% | +2.8% |
| 3M | +19.9% | +8.5% | +11.4% | +16.7% |
| 6M | +47.5% | +25.6% | +21.9% | +37.0% |
| YTD | +32.2% | +30.9% | +1.3% | +20.9% |
| 1Y | +37.8% | +32.0% | +5.9% | +25.7% |
| 3Y | +134.8% | +110.9% | +23.8% | +83.9% |
| 5Y | +203.0% | +138.5% | +64.5% | +124.1% |
| 10Y | +603.7% | +302.3% | +301.4% | +314.1% |
| All | +1,345.5% | +625.1% | +720.3% | +534.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling