+1,588.3%
CCEP vs ACM
+233.3%
+1,355.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +2.6% | +5.4% | -2.8% | +0.9% |
| 30D | +15.1% | +15.1% | 0.0% | +10.3% |
| 3M | +7.3% | -10.5% | +17.7% | +10.2% |
| 6M | +23.4% | -19.7% | +43.1% | +30.2% |
| YTD | +29.4% | -28.8% | +58.2% | +40.5% |
| 1Y | +34.2% | -47.9% | +82.1% | +60.0% |
| 3Y | +108.4% | -12.4% | +120.7% | +106.3% |
| 5Y | +147.3% | +0.6% | +146.7% | +132.2% |
| 10Y | +301.3% | +161.3% | +140.1% | +165.5% |
| All | +1,588.3% | +233.3% | +1,355.0% | +784.0% |
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