+1,156.2%
ABBV vs CCEP
+552.7%
+603.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -0.5% |
| 7D | +0.4% | -3.1% | +3.4% | +1.3% |
| 30D | +4.2% | -2.6% | +6.8% | +5.0% |
| 3M | +14.8% | +14.9% | -0.1% | +9.9% |
| 6M | +10.3% | +2.3% | +8.0% | +9.1% |
| YTD | +14.9% | +17.8% | -3.0% | +8.6% |
| 1Y | +24.1% | +24.2% | -0.1% | +15.4% |
| 3Y | +91.9% | +84.7% | +7.2% | +56.7% |
| 5Y | +176.0% | +103.2% | +72.8% | +114.8% |
| 10Y | +502.9% | +257.4% | +245.6% | +268.1% |
| All | +1,156.2% | +552.7% | +603.5% | +470.3% |
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