-14.8%
AWK vs CCEP
+105.1%
-119.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +0.8% |
| 7D | +1.7% | -3.1% | +4.8% | +2.7% |
| 30D | +5.6% | -2.6% | +8.2% | +6.4% |
| 3M | +15.9% | +14.9% | +0.9% | +10.9% |
| 6M | +4.6% | +2.3% | +2.3% | +3.6% |
| YTD | +10.1% | +17.8% | -7.8% | +4.1% |
| 1Y | +2.1% | +24.2% | -22.1% | -5.1% |
| 3Y | +9.8% | +84.7% | -74.9% | -10.0% |
| All | -14.8% | +105.1% | -119.9% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling