+85.8%
CCEP vs ALC
-13.3%
+99.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -2.7% |
| 7D | -3.1% | -2.1% | -1.0% | -2.6% |
| 30D | -2.6% | -0.1% | -2.5% | -2.6% |
| 3M | +14.9% | +5.9% | +9.0% | +13.5% |
| 6M | +2.3% | -15.9% | +18.2% | +5.4% |
| YTD | +17.8% | -10.1% | +28.0% | +19.9% |
| 1Y | +24.2% | -10.2% | +34.4% | +26.2% |
| All | +85.8% | -13.3% | +99.1% | +95.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling