+142.3%
CCEP vs ALLY
-8.7%
+151.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | 0.0% |
| 7D | +1.8% | -2.8% | +4.5% | +2.3% |
| 30D | +12.2% | +1.9% | +10.3% | +11.8% |
| 3M | +10.7% | -12.1% | +22.8% | +13.1% |
| 6M | +27.5% | -9.0% | +36.5% | +29.3% |
| YTD | +31.3% | -12.9% | +44.3% | +33.9% |
| 1Y | +29.9% | -0.1% | +30.0% | +29.0% |
| 3Y | +111.1% | +64.6% | +46.5% | +82.0% |
| 5Y | +142.3% | -10.1% | +152.4% | +167.5% |
| All | +142.3% | -8.7% | +151.0% | +167.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling