+343.1%
CCEP vs ALLY
+174.3%
+168.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.2% |
| 7D | +2.1% | +0.4% | +1.7% | +2.0% |
| 30D | +10.6% | +5.2% | +5.3% | +9.1% |
| 3M | +10.3% | -13.3% | +23.6% | +14.2% |
| 6M | +31.1% | -6.7% | +37.7% | +32.9% |
| YTD | +32.1% | -12.8% | +45.0% | +35.7% |
| 1Y | +32.8% | +0.7% | +32.1% | +31.1% |
| 3Y | +111.3% | +65.2% | +46.1% | +74.2% |
| 5Y | +147.5% | -10.1% | +157.6% | +137.8% |
| All | +343.1% | +174.3% | +168.8% | +211.8% |
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