+6,869.6%
CCEP vs ALK
+839.9%
+6,029.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.5% | -4.7% | -3.4% |
| 7D | -3.1% | -0.7% | -2.4% | -3.0% |
| 30D | -2.6% | -19.2% | +16.6% | +1.0% |
| 3M | +14.9% | -1.5% | +16.5% | +14.5% |
| 6M | +2.3% | -13.1% | +15.3% | +3.4% |
| YTD | +17.8% | -16.4% | +34.3% | +19.5% |
| 1Y | +24.2% | -33.1% | +57.3% | +30.4% |
| 3Y | +84.7% | +0.6% | +84.1% | +73.5% |
| 5Y | +103.2% | -26.4% | +129.6% | +99.3% |
| 10Y | +257.4% | -34.2% | +291.5% | +237.4% |
| All | +6,869.6% | +839.9% | +6,029.8% | +3,405.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling