-34.9%
AUR vs CCEP
+119.6%
-154.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +1.9% | +2.4% |
| 7D | +19.2% | -1.0% | +20.2% | +19.7% |
| 30D | -7.8% | -1.6% | -6.2% | -7.3% |
| 3M | +4.0% | +11.9% | -7.9% | -1.6% |
| 6M | +45.0% | +7.5% | +37.5% | +39.1% |
| YTD | +69.5% | +18.7% | +50.8% | +54.0% |
| 1Y | +13.0% | +21.4% | -8.4% | +0.7% |
| 3Y | +90.4% | +89.1% | +1.2% | +29.0% |
| 5Y | -34.2% | +108.7% | -142.9% | -61.2% |
| All | -34.9% | +119.6% | -154.5% | -61.7% |
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