-2.3%
AWK vs CCEP
+149.0%
-151.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.4% |
| 3M | +11.0% | +8.5% | +2.5% | +8.0% |
| 6M | +21.0% | +25.6% | -4.6% | +12.2% |
| YTD | +16.7% | +30.9% | -14.2% | +6.3% |
| 1Y | +17.2% | +32.0% | -14.8% | +6.4% |
| 3Y | +29.2% | +110.9% | -81.8% | +0.1% |
| 5Y | -2.3% | +138.5% | -140.8% | -27.9% |
| All | -2.3% | +149.0% | -151.3% | -27.9% |
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 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