+244.4%
AVGO vs CCEP
+109.7%
+134.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.6% |
| 7D | -9.9% | +2.6% | -12.5% | -9.5% |
| 30D | -22.0% | +15.1% | -37.1% | -20.7% |
| 3M | -30.0% | +7.3% | -37.3% | -29.2% |
| 6M | -30.7% | +23.4% | -54.2% | -29.4% |
| YTD | -14.7% | +29.4% | -44.1% | -12.6% |
| 1Y | -16.8% | +34.2% | -51.0% | -14.6% |
| 3Y | +244.4% | +108.4% | +136.1% | +207.9% |
| All | +244.4% | +109.7% | +134.7% | +207.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling