+17.6%
CCEP vs AMRZ
-17.3%
+34.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | +1.1% |
| 7D | -1.0% | -2.0% | +1.0% | -0.8% |
| 30D | -1.6% | -9.8% | +8.2% | -0.7% |
| 3M | +11.9% | -17.2% | +29.1% | +13.6% |
| 6M | +7.5% | -26.9% | +34.4% | +9.6% |
| YTD | +18.7% | -21.5% | +40.2% | +21.4% |
| 1Y | +21.4% | -22.9% | +44.3% | +24.0% |
| All | +17.6% | -17.3% | +34.9% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 5y: compounded portfolio wealth divided by compounded AMRZ 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…
5y analysis · Full analysis span regression · 6 months rolling