+302.3%
CCEP vs ARMK
+131.1%
+171.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.2% | -3.0% | -0.1% |
| 7D | +1.7% | +0.9% | +0.7% | +1.2% |
| 30D | +12.7% | -0.4% | +13.1% | +12.4% |
| 3M | +8.5% | -2.0% | +10.5% | +8.5% |
| 6M | +25.6% | +22.0% | +3.6% | +17.0% |
| YTD | +30.9% | +49.6% | -18.7% | +14.2% |
| 1Y | +32.0% | +46.4% | -14.4% | +15.7% |
| 3Y | +110.9% | +103.2% | +7.7% | +62.6% |
| 5Y | +138.5% | +108.1% | +30.3% | +78.8% |
| 10Y | +302.3% | +129.4% | +172.9% | +193.9% |
| All | +302.3% | +131.1% | +171.2% | +193.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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