+69.8%
AG vs CCEP
+336.4%
-266.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.8% | -4.5% | -5.1% |
| 7D | -6.0% | -0.3% | -5.7% | -6.0% |
| 30D | -14.3% | +11.0% | -25.3% | -16.5% |
| 3M | -26.9% | +9.2% | -36.1% | -28.6% |
| 6M | -42.1% | +27.2% | -69.3% | -45.8% |
| YTD | -15.9% | +30.3% | -46.2% | -21.6% |
| 1Y | +11.5% | +28.7% | -17.2% | +4.3% |
| 3Y | +208.0% | +109.4% | +98.6% | +155.6% |
| 5Y | +2.4% | +144.1% | -141.7% | -18.5% |
| All | +69.8% | +336.4% | -266.6% | +43.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling