+214.0%
ARM vs CCEP
+111.8%
+102.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +1.3% | -14.3% | -13.0% |
| 7D | -27.1% | +5.7% | -32.8% | -26.9% |
| 30D | -44.9% | +15.3% | -60.2% | -44.9% |
| 3M | -39.3% | +8.0% | -47.3% | -39.0% |
| 6M | -20.2% | +26.7% | -46.9% | -22.6% |
| YTD | +52.5% | +30.7% | +21.8% | +47.3% |
| 1Y | +4.1% | +36.5% | -32.5% | -0.8% |
| All | +214.0% | +111.8% | +102.1% | +139.2% |
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 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