+275.0%
CCEP vs ACI
+29.9%
+245.1%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.7% |
| 7D | +2.6% | -2.2% | +4.8% | +2.8% |
| 30D | +15.1% | +10.3% | +4.8% | +14.3% |
| 3M | +7.3% | +7.2% | +0.1% | +6.7% |
| 6M | +23.4% | -18.0% | +41.4% | +24.7% |
| YTD | +29.4% | -22.0% | +51.4% | +31.0% |
| 1Y | +34.2% | -23.4% | +57.6% | +36.1% |
| 3Y | +108.4% | -35.8% | +144.2% | +113.0% |
| 5Y | +147.3% | -43.7% | +190.9% | +150.7% |
| All | +275.0% | +29.9% | +245.1% | +341.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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