+366.4%
CCEP vs ALLY
+124.8%
+241.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.2% |
| 7D | -3.1% | +3.7% | -6.7% | -3.9% |
| 30D | -2.6% | -2.3% | -0.3% | -2.1% |
| 3M | +14.9% | +3.8% | +11.1% | +13.7% |
| 6M | +2.3% | +9.7% | -7.5% | -0.5% |
| YTD | +17.8% | -1.4% | +19.3% | +17.4% |
| 1Y | +24.2% | +8.2% | +16.0% | +20.4% |
| 3Y | +84.7% | +66.5% | +18.2% | +53.7% |
| 5Y | +103.2% | +1.2% | +102.0% | +88.9% |
| 10Y | +257.4% | +191.4% | +65.9% | +135.9% |
| All | +366.4% | +124.8% | +241.6% | +219.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling