+128.9%
ASML vs CCEP
+109.7%
+19.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.0% | +6.0% | +5.0% |
| 7D | -9.0% | +2.6% | -11.6% | -9.0% |
| 30D | -21.0% | +15.1% | -36.1% | -21.3% |
| 3M | -16.3% | +7.3% | -23.6% | -16.3% |
| 6M | -7.5% | +23.4% | -30.9% | -9.9% |
| YTD | +34.0% | +29.4% | +4.6% | +30.4% |
| 1Y | +39.3% | +34.2% | +5.0% | +34.6% |
| 3Y | +128.9% | +108.4% | +20.5% | +89.1% |
| All | +128.9% | +109.7% | +19.1% | +89.1% |
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