+1,395.4%
ASML vs CCEP
+301.0%
+1,094.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.0% | +6.0% | +5.4% |
| 7D | -9.0% | +2.6% | -11.6% | -10.1% |
| 30D | -21.0% | +15.1% | -36.1% | -25.8% |
| 3M | -16.3% | +7.3% | -23.6% | -19.4% |
| 6M | -7.5% | +23.4% | -30.9% | -17.0% |
| YTD | +34.0% | +29.4% | +4.6% | +17.6% |
| 1Y | +39.3% | +34.2% | +5.0% | +20.1% |
| 3Y | +128.9% | +108.4% | +20.5% | +57.0% |
| 5Y | +76.1% | +147.3% | -71.2% | +11.3% |
| All | +1,395.4% | +301.0% | +1,094.4% | +684.6% |
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