+7.7%
AVTR vs CCEP
+156.5%
-148.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | +3.2% | -0.3% | +3.5% | +3.3% |
| 30D | +0.5% | +11.0% | -10.5% | -3.6% |
| 3M | +12.1% | +9.2% | +2.9% | +8.1% |
| 6M | +91.2% | +27.2% | +64.0% | +73.2% |
| YTD | +36.3% | +30.3% | +6.0% | +21.5% |
| 1Y | +35.2% | +28.7% | +6.6% | +21.2% |
| 3Y | -15.8% | +109.4% | -125.3% | -38.4% |
| 5Y | -58.9% | +144.1% | -203.0% | -72.2% |
| All | +7.7% | +156.5% | -148.8% | -25.6% |
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