+463.7%
CCEP vs AR
-32.8%
+496.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.1% | +1.4% |
| 7D | +5.7% | -11.7% | +17.4% | +6.4% |
| 30D | +15.3% | +1.8% | +13.5% | +15.1% |
| 3M | +8.0% | +6.0% | +2.1% | +7.6% |
| 6M | +26.7% | -7.0% | +33.8% | +26.9% |
| YTD | +30.7% | +5.6% | +25.1% | +29.7% |
| 1Y | +36.5% | +10.8% | +25.7% | +35.1% |
| 3Y | +111.1% | +19.3% | +91.8% | +105.8% |
| 5Y | +149.7% | +73.3% | +76.4% | +134.7% |
| 10Y | +305.3% | +47.6% | +257.8% | +257.9% |
| All | +463.7% | -32.8% | +496.6% | +440.7% |
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