+302.3%
CCEP vs ACM
+147.1%
+155.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.2% | -4.0% | -0.4% |
| 7D | +1.7% | +6.9% | -5.2% | -0.4% |
| 30D | +12.7% | +19.1% | -6.4% | +6.8% |
| 3M | +8.5% | -6.9% | +15.4% | +10.2% |
| 6M | +25.6% | -12.0% | +37.6% | +29.0% |
| YTD | +30.9% | -25.1% | +56.0% | +40.3% |
| 1Y | +32.0% | -45.4% | +77.4% | +56.8% |
| 3Y | +110.9% | -6.9% | +117.8% | +101.9% |
| 5Y | +138.5% | +3.7% | +134.7% | +116.3% |
| 10Y | +302.3% | +135.8% | +166.5% | +181.7% |
| All | +302.3% | +147.1% | +155.2% | +181.7% |
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