+38.6%
ALB vs CCEP
+342.6%
-304.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -2.0% |
| 7D | -5.8% | +2.1% | -7.9% | -6.6% |
| 30D | -4.5% | +10.6% | -15.1% | -8.8% |
| 3M | -28.1% | +10.3% | -38.4% | -31.3% |
| 6M | -53.2% | +31.1% | -84.3% | -58.8% |
| YTD | -33.3% | +32.1% | -65.4% | -42.0% |
| 1Y | -17.4% | +32.8% | -50.3% | -28.4% |
| 3Y | -14.1% | +111.3% | -125.5% | -40.9% |
| 5Y | -64.0% | +147.5% | -211.5% | -77.2% |
| All | +38.6% | +342.6% | -304.0% | -27.7% |
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