+238.1%
CCEP vs A
+236.6%
+1.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.1% | -2.1% |
| 7D | -3.7% | -4.4% | +0.7% | -2.4% |
| 30D | -2.1% | -2.7% | +0.6% | -1.5% |
| 3M | +7.2% | +7.0% | +0.1% | +4.6% |
| 6M | +3.3% | +24.6% | -21.3% | -4.6% |
| YTD | +15.7% | +7.0% | +8.7% | +11.7% |
| 1Y | +16.6% | +15.6% | +1.0% | +9.3% |
| 3Y | +84.3% | +29.9% | +54.3% | +59.8% |
| 5Y | +109.0% | -15.4% | +124.4% | +109.1% |
| 10Y | +238.1% | +248.9% | -10.7% | +108.2% |
| All | +238.1% | +236.6% | +1.5% | +108.2% |
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