+458.2%
CCEP vs AR
-33.4%
+491.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | +2.6% | -14.3% | +16.8% | +3.4% |
| 30D | +15.1% | +1.4% | +13.7% | +15.0% |
| 3M | +7.3% | +3.4% | +3.9% | +7.0% |
| 6M | +23.4% | -2.1% | +25.5% | +23.3% |
| YTD | +29.4% | +4.7% | +24.7% | +28.5% |
| 1Y | +34.2% | +10.6% | +23.7% | +32.8% |
| 3Y | +108.4% | +24.6% | +83.8% | +102.6% |
| 5Y | +147.3% | +71.9% | +75.4% | +132.5% |
| 10Y | +301.3% | +46.4% | +255.0% | +254.5% |
| All | +458.2% | -33.4% | +491.5% | +435.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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