+651.3%
CCEP vs AMCR
+100.2%
+551.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.0% | +11.2% | +18.6% |
| 3Y | +84.7% | +6.9% | +77.8% | +76.5% |
| 5Y | +103.2% | -10.5% | +113.7% | +104.0% |
| 10Y | +257.4% | +20.9% | +236.5% | +222.2% |
| All | +651.3% | +100.2% | +551.1% | +546.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling