+302.3%
CCEP vs ALM
+2,221.4%
-1,919.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +8.1% | -6.9% | +0.9% |
| 7D | +1.7% | +0.7% | +0.9% | +1.6% |
| 30D | +12.7% | -26.1% | +38.8% | +13.6% |
| 3M | +8.5% | -38.1% | +46.6% | +9.7% |
| 6M | +25.6% | -55.4% | +81.0% | +27.7% |
| YTD | +30.9% | -0.4% | +31.3% | +29.4% |
| 1Y | +32.0% | +25.4% | +6.6% | +29.3% |
| 3Y | +110.9% | +907.8% | -796.8% | +90.0% |
| 5Y | +138.5% | +440.2% | -301.7% | +116.4% |
| 10Y | +302.3% | +2,031.1% | -1,728.8% | +244.7% |
| All | +302.3% | +2,221.4% | -1,919.1% | +244.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling