+1,437.5%
CCEP vs ACM
+230.8%
+1,206.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.0% |
| 7D | -3.1% | -3.7% | +0.7% | -1.9% |
| 30D | -2.6% | -11.1% | +8.5% | +0.4% |
| 3M | +14.9% | -8.0% | +22.9% | +16.9% |
| 6M | +2.3% | -29.7% | +31.9% | +12.4% |
| YTD | +17.8% | -29.4% | +47.2% | +28.4% |
| 1Y | +24.2% | -46.4% | +70.6% | +46.7% |
| 3Y | +84.7% | -22.3% | +107.1% | +90.3% |
| 5Y | +103.2% | +4.5% | +98.7% | +88.3% |
| 10Y | +257.4% | +127.6% | +129.7% | +146.7% |
| All | +1,437.5% | +230.8% | +1,206.8% | +708.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling