+279.0%
AG vs CCEP
+89.4%
+189.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.3% |
| 7D | +4.5% | -1.0% | +5.5% | +4.8% |
| 30D | +12.9% | -1.6% | +14.5% | +13.3% |
| 3M | +20.9% | +11.9% | +9.1% | +15.9% |
| 6M | -19.5% | +7.5% | -27.0% | -21.7% |
| YTD | +24.8% | +18.7% | +6.1% | +17.6% |
| 1Y | +120.2% | +21.4% | +98.8% | +104.5% |
| 3Y | +279.0% | +89.1% | +189.9% | +194.5% |
| All | +279.0% | +89.4% | +189.6% | +194.5% |
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