+294.7%
CCEP vs ALLY
+189.4%
+105.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.6% |
| 7D | +2.6% | +0.9% | +1.6% | +2.4% |
| 30D | +15.1% | +3.1% | +12.1% | +14.2% |
| 3M | +7.3% | -12.6% | +19.8% | +10.8% |
| 6M | +23.4% | -12.4% | +35.9% | +27.2% |
| YTD | +29.4% | -13.2% | +42.6% | +33.0% |
| 1Y | +34.2% | +1.8% | +32.4% | +32.2% |
| 3Y | +108.4% | +58.0% | +50.4% | +74.7% |
| 5Y | +147.3% | -8.4% | +155.7% | +136.2% |
| All | +294.7% | +189.4% | +105.3% | +220.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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