+444.9%
CCEP vs ALLE
+331.3%
+113.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.1% | +2.3% |
| 7D | +5.7% | 0.0% | +5.7% | +5.7% |
| 30D | +15.3% | +20.6% | -5.3% | +7.2% |
| 3M | +8.0% | +11.4% | -3.4% | +3.4% |
| 6M | +26.7% | +42.5% | -15.8% | +9.8% |
| YTD | +30.7% | +18.9% | +11.8% | +20.4% |
| 1Y | +36.5% | +14.2% | +22.4% | +27.7% |
| 3Y | +111.1% | +90.7% | +20.4% | +55.1% |
| 5Y | +149.7% | +52.5% | +97.2% | +97.8% |
| 10Y | +305.3% | +231.2% | +74.1% | +140.0% |
| All | +444.9% | +331.3% | +113.6% | +192.6% |
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