+21.4%
CCEP vs ALM
+347.8%
-326.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.8% | -8.1% | +0.6% |
| 7D | -1.0% | +8.4% | -9.4% | -1.1% |
| 30D | -1.6% | +34.8% | -36.4% | -2.0% |
| 3M | +11.9% | +16.2% | -4.4% | +11.6% |
| 6M | +7.5% | +2.1% | +5.3% | +7.0% |
| YTD | +18.7% | +117.0% | -98.3% | +17.8% |
| 1Y | +21.4% | +313.9% | -292.5% | +22.8% |
| All | +21.4% | +347.8% | -326.4% | +22.8% |
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 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