+29.9%
CCEP vs ADVB
-88.3%
+118.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -3.1% |
| 7D | -3.1% | -3.8% | +0.7% | -3.1% |
| 30D | -2.6% | +17.6% | -20.2% | -2.6% |
| 3M | +14.9% | +119.1% | -104.2% | +13.9% |
| 6M | +2.3% | +103.4% | -101.1% | +1.2% |
| YTD | +17.8% | +59.8% | -42.0% | +16.8% |
| 1Y | +24.2% | +8.5% | +15.7% | +23.3% |
| All | +29.9% | -88.3% | +118.2% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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