+9.7%
AWK vs CCEP
+89.4%
-79.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.5% |
| 7D | +2.2% | -1.0% | +3.1% | +2.5% |
| 30D | +4.4% | -1.6% | +6.0% | +5.0% |
| 3M | +15.4% | +11.9% | +3.5% | +10.9% |
| 6M | +3.5% | +7.5% | -3.9% | +0.7% |
| YTD | +9.8% | +18.7% | -8.9% | +2.6% |
| 1Y | +3.0% | +21.4% | -18.4% | -4.8% |
| 3Y | +9.7% | +89.1% | -79.5% | -19.0% |
| All | +9.7% | +89.4% | -79.8% | -19.0% |
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