+334.3%
CCEP vs ACM
+132.1%
+202.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | +5.4% | +6.6% | -1.2% | +3.3% |
| 30D | +12.8% | +19.8% | -7.0% | +6.6% |
| 3M | +10.9% | -3.1% | +14.0% | +11.2% |
| 6M | +25.6% | -11.5% | +37.1% | +28.8% |
| YTD | +31.0% | -24.7% | +55.7% | +40.2% |
| 1Y | +32.3% | -45.1% | +77.3% | +57.0% |
| 3Y | +110.5% | -8.9% | +119.4% | +103.2% |
| 5Y | +141.8% | +5.4% | +136.4% | +117.9% |
| All | +334.3% | +132.1% | +202.2% | +200.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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