-9.9%
ABT vs CCEP
+108.6%
-118.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.8% |
| 7D | -3.1% | -1.0% | -2.2% | -2.8% |
| 30D | -2.1% | -1.6% | -0.5% | -1.6% |
| 3M | +17.4% | +11.9% | +5.6% | +13.0% |
| 6M | -2.4% | +7.5% | -9.8% | -5.0% |
| YTD | -14.2% | +18.7% | -32.9% | -19.3% |
| 1Y | -18.3% | +21.4% | -39.7% | -23.8% |
| 3Y | +11.5% | +89.1% | -77.6% | -12.0% |
| 5Y | -9.9% | +108.7% | -118.6% | -34.9% |
| All | -9.9% | +108.6% | -118.5% | -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