+302.3%
CCEP vs AME
+465.0%
-162.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.2% | -3.0% | -0.5% |
| 7D | +1.7% | -1.5% | +3.2% | +1.9% |
| 30D | +12.7% | -4.2% | +16.9% | +13.9% |
| 3M | +8.5% | -5.9% | +14.4% | +10.3% |
| 6M | +25.6% | +2.8% | +22.7% | +22.2% |
| YTD | +30.9% | +16.6% | +14.4% | +20.0% |
| 1Y | +32.0% | +22.1% | +9.8% | +18.4% |
| 3Y | +110.9% | +64.7% | +46.3% | +58.5% |
| 5Y | +138.5% | +76.6% | +61.9% | +70.4% |
| 10Y | +302.3% | +443.9% | -141.6% | +140.4% |
| All | +302.3% | +465.0% | -162.7% | +140.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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