+149.7%
CCEP vs ACGL
+174.7%
-25.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +5.7% | +6.4% | -0.7% | +3.6% |
| 30D | +15.3% | +16.6% | -1.3% | +9.7% |
| 3M | +8.0% | +11.6% | -3.6% | +4.2% |
| 6M | +26.7% | +17.5% | +9.3% | +20.1% |
| YTD | +30.7% | +15.3% | +15.4% | +24.4% |
| 1Y | +36.5% | +26.3% | +10.3% | +26.3% |
| 3Y | +111.1% | +35.9% | +75.2% | +86.3% |
| 5Y | +149.7% | +168.2% | -18.5% | +45.5% |
| All | +149.7% | +174.7% | -25.0% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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