+374.2%
AU vs CCEP
+147.2%
+227.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.9% |
| 7D | -7.2% | +2.1% | -9.3% | -7.8% |
| 30D | -2.9% | +10.6% | -13.5% | -6.0% |
| 3M | -8.7% | +10.3% | -19.0% | -11.7% |
| 6M | -14.1% | +31.1% | -45.2% | -21.8% |
| YTD | +4.8% | +32.1% | -27.3% | -4.0% |
| 1Y | +11.9% | +32.8% | -20.9% | +2.2% |
| 3Y | +513.8% | +111.3% | +402.5% | +402.2% |
| All | +374.2% | +147.2% | +227.1% | +272.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling