+155.4%
CCEP vs ALC
+21.6%
+133.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.5% |
| 7D | -1.0% | -3.7% | +2.7% | +0.4% |
| 30D | -1.6% | -3.7% | +2.1% | -0.3% |
| 3M | +11.9% | +4.6% | +7.3% | +9.6% |
| 6M | +7.5% | -14.6% | +22.0% | +13.2% |
| YTD | +18.7% | -11.9% | +30.6% | +23.2% |
| 1Y | +21.4% | -13.1% | +34.5% | +26.4% |
| 3Y | +89.1% | -15.0% | +104.1% | +92.3% |
| 5Y | +108.7% | -16.2% | +124.9% | +109.3% |
| All | +155.4% | +21.6% | +133.8% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling