-35.7%
AUR vs CCEP
+111.8%
-147.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +1.4% | -2.8% | +4.2% | +2.7% |
| 30D | -6.4% | -4.0% | -2.4% | -4.9% |
| 3M | +7.7% | +5.2% | +2.5% | +4.7% |
| 6M | +44.5% | +2.7% | +41.8% | +41.4% |
| YTD | +67.4% | +14.5% | +52.9% | +54.4% |
| 1Y | +15.4% | +17.2% | -1.7% | +4.4% |
| 3Y | +94.8% | +79.3% | +15.5% | +35.5% |
| 5Y | -35.1% | +106.8% | -141.9% | -61.2% |
| All | -35.7% | +111.8% | -147.5% | -61.6% |
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