+29.9%
CCEP vs ACM
-45.3%
+75.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | +1.8% | +3.0% | -1.3% | +1.6% |
| 30D | +12.2% | +19.7% | -7.5% | +11.3% |
| 3M | +10.7% | +5.3% | +5.3% | +10.1% |
| 6M | +27.5% | -10.8% | +38.3% | +27.3% |
| YTD | +31.3% | -25.1% | +56.4% | +30.3% |
| 1Y | +29.9% | -45.8% | +75.7% | +28.5% |
| All | +29.9% | -45.3% | +75.2% | +28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling