+4,515.3%
CCEP vs ACGL
+4,429.2%
+86.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -2.6% |
| 7D | -3.1% | -0.7% | -2.3% | -2.9% |
| 30D | -2.6% | -1.0% | -1.6% | -2.3% |
| 3M | +14.9% | +11.0% | +3.9% | +11.7% |
| 6M | +2.3% | -0.3% | +2.6% | +2.2% |
| YTD | +17.8% | +2.3% | +15.6% | +16.9% |
| 1Y | +24.2% | +6.4% | +17.8% | +21.8% |
| 3Y | +84.7% | +34.0% | +50.8% | +68.1% |
| 5Y | +103.2% | +161.6% | -58.4% | +53.6% |
| 10Y | +257.4% | +278.6% | -21.2% | +146.2% |
| All | +4,515.3% | +4,429.2% | +86.1% | +2,241.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling