+36.8%
CCEP vs ALM
+44.8%
-8.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.2% | +2.7% | +3.8% |
| 7D | +4.2% | -6.4% | +10.6% | +4.3% |
| 30D | +14.2% | -35.0% | +49.1% | +14.7% |
| 3M | +9.1% | -33.8% | +43.0% | +9.6% |
| 6M | +26.9% | -55.0% | +81.9% | +28.2% |
| YTD | +29.1% | -0.2% | +29.3% | +30.9% |
| 1Y | +36.8% | +41.8% | -5.0% | +37.3% |
| All | +36.8% | +44.8% | -8.0% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling