+207.4%
ALAB vs CCEP
+75.3%
+132.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.3% | +5.6% |
| 7D | -26.3% | +2.6% | -28.9% | -24.6% |
| 30D | -50.1% | +15.1% | -65.2% | -45.1% |
| 3M | -42.5% | +7.3% | -49.8% | -38.7% |
| 6M | -10.8% | +23.4% | -34.3% | +1.4% |
| YTD | +14.6% | +29.4% | -14.8% | +32.9% |
| 1Y | +17.1% | +34.2% | -17.1% | +37.4% |
| All | +207.4% | +75.3% | +132.2% | +228.5% |
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