+391.4%
CCEP vs ALLE
+260.9%
+130.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.1% | -3.5% |
| 7D | -3.1% | -0.2% | -2.8% | -3.0% |
| 30D | -2.6% | -6.8% | +4.2% | -0.1% |
| 3M | +14.9% | +21.0% | -6.1% | +6.2% |
| 6M | +2.3% | +1.1% | +1.2% | +1.0% |
| YTD | +17.8% | -0.5% | +18.4% | +16.4% |
| 1Y | +24.2% | -7.3% | +31.5% | +25.8% |
| 3Y | +84.7% | +42.3% | +42.5% | +52.8% |
| 5Y | +103.2% | +13.5% | +89.7% | +81.6% |
| 10Y | +257.4% | +144.0% | +113.3% | +137.0% |
| All | +391.4% | +260.9% | +130.5% | +182.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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