+651.3%
CCEP vs AMCR
+106.4%
+544.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.0% |
| 7D | -3.1% | -1.9% | -1.2% | -2.5% |
| 30D | -2.6% | -4.1% | +1.5% | -1.5% |
| 3M | +14.9% | +21.7% | -6.7% | +8.3% |
| 6M | +2.3% | +1.5% | +0.8% | +1.2% |
| YTD | +17.8% | +13.1% | +4.7% | +12.7% |
| 1Y | +24.2% | +16.5% | +7.7% | +17.6% |
| 3Y | +84.7% | +10.3% | +74.5% | +75.0% |
| 5Y | +103.2% | -7.7% | +110.9% | +102.2% |
| 10Y | +257.4% | +24.6% | +232.7% | +219.3% |
| All | +651.3% | +106.4% | +544.9% | +540.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-07: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling