+788.4%
AU vs CCEP
+1,043.7%
-255.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -1.8% |
| 7D | -3.6% | -3.1% | -0.6% | -3.1% |
| 30D | +23.9% | -2.6% | +26.5% | +24.4% |
| 3M | +19.1% | +14.9% | +4.1% | +16.3% |
| 6M | -0.2% | +2.3% | -2.4% | -0.5% |
| YTD | +32.5% | +17.8% | +14.6% | +29.1% |
| 1Y | +96.9% | +24.2% | +72.7% | +90.1% |
| 3Y | +614.7% | +84.7% | +530.0% | +550.3% |
| 5Y | +647.7% | +103.2% | +544.5% | +566.0% |
| 10Y | +679.2% | +257.4% | +421.8% | +512.9% |
| All | +788.4% | +1,043.7% | -255.3% | +446.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling