-40.2%
AMAT vs CCEP
+9.2%
-49.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +1.3% | -14.8% | -12.4% |
| 7D | -24.3% | +5.7% | -30.0% | -19.8% |
| 30D | -39.8% | +15.3% | -55.1% | -32.2% |
| 3M | -40.2% | +8.0% | -48.2% | -36.0% |
| All | -40.2% | +9.2% | -49.3% | -36.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling