+29.2%
AWK vs CCEP
+108.8%
-79.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.1% |
| 7D | +1.2% | +1.7% | -0.4% | +0.6% |
| 30D | +15.8% | +12.7% | +3.1% | +11.3% |
| 3M | +11.0% | +8.5% | +2.5% | +7.9% |
| 6M | +21.0% | +25.6% | -4.6% | +12.1% |
| YTD | +16.7% | +30.9% | -14.2% | +6.0% |
| 1Y | +17.2% | +32.0% | -14.8% | +6.0% |
| 3Y | +29.2% | +110.9% | -81.8% | -0.5% |
| All | +29.2% | +108.8% | -79.6% | -0.5% |
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 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