+141.8%
CCEP vs ALK
-28.6%
+170.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.1% |
| 7D | +5.4% | +12.9% | -7.6% | +3.3% |
| 30D | +12.8% | +5.5% | +7.2% | +11.6% |
| 3M | +10.9% | -12.1% | +23.0% | +12.6% |
| 6M | +25.6% | +1.7% | +23.9% | +23.8% |
| YTD | +31.0% | -17.4% | +48.4% | +32.3% |
| 1Y | +32.3% | -1.9% | +34.2% | +29.5% |
| 3Y | +110.5% | +21.2% | +89.3% | +79.3% |
| 5Y | +141.8% | -27.8% | +169.6% | +143.4% |
| All | +141.8% | -28.6% | +170.4% | +143.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling