+14.1%
AGG vs CCEP
+236.1%
-222.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -1.1% | -2.8% | +1.8% | -1.0% |
| 30D | -1.1% | -4.0% | +2.9% | -1.0% |
| 3M | -1.9% | +5.2% | -7.1% | -2.1% |
| 6M | -1.7% | +2.7% | -4.4% | -1.8% |
| YTD | -1.3% | +14.5% | -15.8% | -1.7% |
| 1Y | -0.7% | +17.2% | -17.9% | -1.2% |
| 3Y | +12.5% | +79.3% | -66.9% | +10.7% |
| 5Y | -2.5% | +106.8% | -109.2% | -4.5% |
| All | +14.1% | +236.1% | -222.0% | +10.4% |
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