+230.1%
CCEP vs ALM
+2,589.2%
-2,359.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.5% | +6.4% | +0.1% |
| 7D | -2.8% | -11.8% | +9.0% | -2.5% |
| 30D | -4.0% | +7.8% | -11.8% | -4.3% |
| 3M | +5.2% | -9.3% | +14.5% | +5.2% |
| 6M | +2.7% | -30.5% | +33.2% | +3.1% |
| YTD | +14.5% | +75.8% | -61.3% | +11.5% |
| 1Y | +17.2% | +241.2% | -224.0% | +11.3% |
| 3Y | +79.3% | +1,872.6% | -1,793.3% | +58.3% |
| 5Y | +106.8% | +849.6% | -742.8% | +85.1% |
| All | +230.1% | +2,589.2% | -2,359.2% | +181.8% |
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