-57.9%
AUR vs CCEP
+144.4%
-202.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.6% | -3.8% |
| 7D | -4.5% | +2.1% | -6.6% | -5.3% |
| 30D | -16.6% | +10.6% | -27.2% | -20.3% |
| 3M | -38.5% | +10.3% | -48.8% | -41.3% |
| 6M | -49.9% | +31.1% | -81.0% | -56.1% |
| YTD | +9.6% | +32.1% | -22.5% | -5.3% |
| 1Y | +1.2% | +32.8% | -31.6% | -13.1% |
| 3Y | +128.8% | +111.3% | +17.5% | +47.1% |
| 5Y | -57.9% | +147.5% | -205.4% | -76.3% |
| All | -57.9% | +144.4% | -202.3% | -76.5% |
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 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