+87.9%
CCEP vs AME
+54.4%
+33.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.5% | -4.6% | -3.3% |
| 7D | -3.1% | +0.6% | -3.7% | -3.1% |
| 30D | -2.6% | -6.7% | +4.1% | -1.7% |
| 3M | +14.9% | +4.1% | +10.9% | +13.9% |
| 6M | +2.3% | +1.6% | +0.7% | +1.5% |
| YTD | +17.8% | +16.1% | +1.7% | +15.0% |
| 1Y | +24.2% | +27.3% | -3.1% | +19.6% |
| All | +87.9% | +54.4% | +33.5% | +70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling