+181.7%
CCEP vs ALC
+32.2%
+149.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | +1.7% | +2.1% | -0.4% | +0.8% |
| 30D | +12.7% | +17.2% | -4.5% | +6.1% |
| 3M | +8.5% | +4.6% | +3.9% | +6.5% |
| 6M | +25.6% | +20.1% | +5.5% | +16.5% |
| YTD | +30.9% | -4.2% | +35.1% | +31.5% |
| 1Y | +32.0% | +2.1% | +29.9% | +29.1% |
| 3Y | +110.9% | +4.5% | +106.5% | +96.0% |
| 5Y | +138.5% | -12.3% | +150.8% | +136.3% |
| All | +181.7% | +32.2% | +149.5% | +118.2% |
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