+108.7%
CCEP vs ARWR
+29.5%
+79.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.2% | +0.8% |
| 7D | -1.0% | +2.9% | -3.8% | -1.1% |
| 30D | -1.6% | -2.9% | +1.3% | -1.5% |
| 3M | +11.9% | +15.2% | -3.4% | +10.6% |
| 6M | +7.5% | +42.3% | -34.8% | +4.5% |
| YTD | +18.7% | +28.2% | -9.5% | +16.0% |
| 1Y | +21.4% | +213.2% | -191.8% | +10.4% |
| 3Y | +89.1% | +184.6% | -95.5% | +66.5% |
| 5Y | +108.7% | +29.2% | +79.5% | +87.4% |
| All | +108.7% | +29.5% | +79.2% | +87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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