+1,599.9%
CCEP vs ACM
+250.2%
+1,349.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -0.3% | +5.1% | -5.4% | -1.8% |
| 30D | +11.0% | +18.7% | -7.7% | +5.3% |
| 3M | +9.2% | +15.5% | -6.3% | +4.2% |
| 6M | +27.2% | +1.2% | +26.0% | +25.3% |
| YTD | +30.3% | -25.2% | +55.5% | +39.3% |
| 1Y | +28.7% | -46.3% | +75.0% | +52.0% |
| 3Y | +109.4% | -9.6% | +119.0% | +105.5% |
| 5Y | +144.1% | +4.4% | +139.7% | +126.6% |
| 10Y | +332.0% | +129.3% | +202.7% | +198.5% |
| All | +1,599.9% | +250.2% | +1,349.8% | +776.6% |
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