+85.8%
CCEP vs ARMK
+114.7%
-28.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -3.0% |
| 7D | -3.1% | -2.4% | -0.7% | -2.7% |
| 30D | -2.6% | 0.0% | -2.6% | -2.7% |
| 3M | +14.9% | +6.7% | +8.3% | +13.5% |
| 6M | +2.3% | +38.8% | -36.6% | -3.9% |
| YTD | +17.8% | +55.2% | -37.3% | +8.4% |
| 1Y | +24.2% | +46.6% | -22.4% | +15.3% |
| All | +85.8% | +114.7% | -28.9% | +56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling