+302.3%
CCEP vs A
+328.7%
-26.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.1% | -1.9% | +0.3% |
| 7D | +1.7% | +4.8% | -3.1% | +0.3% |
| 30D | +12.7% | +5.6% | +7.1% | +10.7% |
| 3M | +8.5% | +23.6% | -15.1% | +1.5% |
| 6M | +25.6% | +56.4% | -30.8% | +8.5% |
| YTD | +30.9% | +33.4% | -2.5% | +18.3% |
| 1Y | +32.0% | +23.7% | +8.3% | +22.1% |
| 3Y | +110.9% | +71.0% | +39.9% | +67.8% |
| 5Y | +138.5% | +16.8% | +121.6% | +114.5% |
| 10Y | +302.3% | +323.8% | -21.5% | +149.4% |
| All | +302.3% | +328.7% | -26.4% | +149.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling