+86.1%
ARM vs CCEP
+24.3%
+61.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.1% | +7.0% | +2.9% |
| 7D | +5.5% | -3.1% | +8.5% | +4.5% |
| 30D | -8.2% | -2.6% | -5.6% | -8.8% |
| 3M | -35.9% | +14.9% | -50.9% | -35.0% |
| 6M | +103.1% | +2.3% | +100.9% | +100.9% |
| YTD | +130.6% | +17.8% | +112.8% | +146.5% |
| 1Y | +86.1% | +24.2% | +61.9% | +111.2% |
| All | +86.1% | +24.3% | +61.8% | +111.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling