+2,660.6%
AVGO vs CCEP
+342.6%
+2,318.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.4% | -6.2% | -5.2% |
| 7D | +18.2% | +2.1% | +16.1% | +17.3% |
| 30D | +0.2% | +10.6% | -10.4% | -3.7% |
| 3M | -16.8% | +10.3% | -27.1% | -20.2% |
| 6M | -16.5% | +31.1% | -47.5% | -25.4% |
| YTD | +0.8% | +32.1% | -31.3% | -10.6% |
| 1Y | +2.8% | +32.8% | -30.0% | -9.3% |
| 3Y | +278.5% | +111.3% | +167.2% | +165.8% |
| 5Y | +573.1% | +147.5% | +425.6% | +334.2% |
| All | +2,660.6% | +342.6% | +2,318.1% | +1,371.5% |
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 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