+6,642.4%
ABT vs CCEP
+6,869.6%
-227.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.2% |
| 7D | -3.7% | -3.1% | -0.6% | -3.1% |
| 30D | +2.5% | -2.6% | +5.1% | +3.0% |
| 3M | +20.2% | +14.9% | +5.3% | +16.7% |
| 6M | -2.9% | +2.3% | -5.2% | -3.5% |
| YTD | -11.9% | +17.8% | -29.8% | -15.1% |
| 1Y | -16.5% | +24.2% | -40.8% | -20.4% |
| 3Y | +12.1% | +84.7% | -72.6% | -1.9% |
| 5Y | -7.4% | +103.2% | -110.6% | -21.1% |
| 10Y | +210.7% | +257.4% | -46.7% | +131.5% |
| All | +6,642.4% | +6,869.6% | -227.2% | +2,385.6% |
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