+228.9%
AG vs CCEP
+111.2%
+117.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.1% | -5.9% | -5.9% |
| 7D | +6.0% | +5.4% | +0.6% | +4.4% |
| 30D | -13.5% | +12.8% | -26.3% | -16.8% |
| 3M | -20.7% | +10.9% | -31.5% | -23.5% |
| 6M | -31.5% | +25.6% | -57.2% | -37.4% |
| YTD | -10.1% | +31.0% | -41.1% | -18.5% |
| 1Y | +26.0% | +32.3% | -6.3% | +13.8% |
| 3Y | +228.9% | +110.5% | +118.4% | +136.0% |
| All | +228.9% | +111.2% | +117.7% | +136.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling