+178.4%
CCEP vs ALC
+31.8%
+146.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.2% |
| 7D | +2.6% | +4.9% | -2.3% | +0.7% |
| 30D | +15.1% | +19.0% | -3.8% | +7.8% |
| 3M | +7.3% | +7.8% | -0.5% | +4.1% |
| 6M | +23.4% | +14.6% | +8.8% | +16.6% |
| YTD | +29.4% | -4.4% | +33.9% | +30.2% |
| 1Y | +34.2% | +1.4% | +32.8% | +31.7% |
| 3Y | +108.4% | +2.5% | +105.8% | +95.3% |
| 5Y | +147.3% | -10.9% | +158.1% | +142.9% |
| All | +178.4% | +31.8% | +146.6% | +115.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling