+1,042.6%
AWK vs CCEP
+1,454.3%
-411.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | +4.1% | +2.6% | +1.5% | +3.4% |
| 30D | +18.0% | +15.1% | +2.8% | +13.8% |
| 3M | +12.2% | +7.3% | +4.9% | +10.1% |
| 6M | +21.2% | +23.4% | -2.2% | +14.7% |
| YTD | +17.6% | +29.4% | -11.9% | +9.6% |
| 1Y | +19.2% | +34.2% | -15.0% | +10.1% |
| 3Y | +26.7% | +108.4% | -81.6% | +4.3% |
| 5Y | -1.3% | +147.3% | -148.6% | -22.9% |
| 10Y | +159.7% | +301.3% | -141.7% | +74.7% |
| All | +1,042.6% | +1,454.3% | -411.7% | +377.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling