-26.7%
AG vs CCEP
+1.4%
-28.1%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.6% |
| 7D | +1.0% | -3.1% | +4.1% | +1.3% |
| 30D | +19.2% | -2.6% | +21.8% | +19.6% |
| 3M | +6.2% | +14.9% | -8.8% | +1.7% |
| 6M | -26.7% | +2.3% | -28.9% | -16.0% |
| All | -26.7% | +1.4% | -28.1% | -16.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling