+185.4%
ARM vs CCEP
+106.0%
+79.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.6% | -2.6% |
| 7D | -10.4% | +5.4% | -15.7% | -10.4% |
| 30D | -31.8% | +12.8% | -44.6% | -32.2% |
| 3M | -32.2% | +10.9% | -43.1% | -32.6% |
| 6M | -14.9% | +25.6% | -40.5% | -18.5% |
| YTD | +66.0% | +31.0% | +35.0% | +57.4% |
| 1Y | +17.2% | +32.3% | -15.1% | +10.7% |
| 3Y | +247.2% | +110.5% | +136.7% | +133.7% |
| All | +185.4% | +106.0% | +79.4% | +93.7% |
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