+111.1%
AXP vs CCEP
+85.5%
+25.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.4% |
| 7D | -2.1% | -3.1% | +0.9% | -1.4% |
| 30D | -6.5% | -2.6% | -3.9% | -6.0% |
| 3M | +4.6% | +14.9% | -10.3% | +1.5% |
| 6M | +5.4% | +2.3% | +3.2% | +4.8% |
| YTD | -11.1% | +17.8% | -29.0% | -15.0% |
| 1Y | -0.3% | +24.2% | -24.5% | -6.2% |
| All | +111.1% | +85.5% | +25.6% | +69.2% |
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