+148.3%
CCEP vs ARMK
+106.7%
+41.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +2.1% | +2.7% | -0.6% | +1.4% |
| 30D | +10.6% | -1.5% | +12.1% | +10.6% |
| 3M | +10.3% | -11.6% | +21.9% | +13.7% |
| 6M | +31.1% | +6.7% | +24.3% | +27.7% |
| YTD | +32.1% | +47.4% | -15.3% | +16.1% |
| 1Y | +32.8% | +41.5% | -8.7% | +18.1% |
| 3Y | +111.3% | +95.5% | +15.8% | +62.5% |
| All | +148.3% | +106.7% | +41.6% | +78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling