-4.5%
ABT vs CCEP
+139.0%
-143.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +1.0% | +5.4% | -4.4% | -0.9% |
| 30D | +11.6% | +12.8% | -1.2% | +6.9% |
| 3M | +2.3% | +10.9% | -8.5% | -1.5% |
| 6M | +32.7% | +25.6% | +7.1% | +22.1% |
| YTD | -9.6% | +31.0% | -40.6% | -18.4% |
| 1Y | -10.1% | +32.3% | -42.3% | -19.0% |
| 3Y | +25.2% | +110.5% | -85.3% | -6.7% |
| 5Y | -4.5% | +141.8% | -146.3% | -34.9% |
| All | -4.5% | +139.0% | -143.5% | -34.9% |
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