+472.7%
CCEP vs ALM
+7,705.7%
-7,233.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -3.1% |
| 7D | -3.1% | -2.6% | -0.5% | -3.1% |
| 30D | -2.6% | +32.0% | -34.6% | -2.7% |
| 3M | +14.9% | -15.0% | +30.0% | +14.9% |
| 6M | +2.3% | -10.1% | +12.4% | +2.2% |
| YTD | +17.8% | +99.4% | -81.6% | +17.4% |
| 1Y | +24.2% | +316.4% | -292.1% | +23.3% |
| 3Y | +84.7% | +2,022.0% | -1,937.3% | +81.9% |
| 5Y | +103.2% | +941.2% | -838.0% | +100.4% |
| 10Y | +257.4% | +2,950.3% | -2,693.0% | +250.2% |
| All | +472.7% | +7,705.7% | -7,233.1% | +450.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling