+450.7%
CCEP vs ARMK
+317.2%
+133.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.5% | -5.4% | -2.3% |
| 7D | +2.6% | -2.6% | +5.2% | +3.2% |
| 30D | +15.1% | -5.2% | +20.3% | +16.6% |
| 3M | +7.3% | -6.5% | +13.8% | +8.8% |
| 6M | +23.4% | +15.3% | +8.2% | +17.0% |
| YTD | +29.4% | +43.6% | -14.2% | +14.3% |
| 1Y | +34.2% | +42.1% | -7.8% | +18.8% |
| 3Y | +108.4% | +94.0% | +14.4% | +63.2% |
| 5Y | +147.3% | +96.3% | +51.0% | +89.1% |
| 10Y | +301.3% | +126.7% | +174.7% | +185.9% |
| All | +450.7% | +317.2% | +133.6% | +253.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling