+302.3%
CCEP vs ALK
-37.5%
+339.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.1% | -5.9% | -0.5% |
| 7D | +1.7% | +8.9% | -7.3% | -0.4% |
| 30D | +12.7% | +5.9% | +6.8% | +10.9% |
| 3M | +8.5% | -16.5% | +25.0% | +12.5% |
| 6M | +25.6% | +2.1% | +23.5% | +22.9% |
| YTD | +30.9% | -17.1% | +48.0% | +32.9% |
| 1Y | +32.0% | -2.9% | +34.8% | +28.4% |
| 3Y | +110.9% | +24.5% | +86.5% | +77.0% |
| 5Y | +138.5% | -29.1% | +167.6% | +131.6% |
| 10Y | +302.3% | -39.1% | +341.4% | +271.1% |
| All | +302.3% | -37.5% | +339.8% | +271.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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