+8,363.3%
CCEP vs ARWR
-98.4%
+8,461.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | -0.8% |
| 7D | -0.3% | -17.9% | +17.6% | -0.2% |
| 30D | +11.0% | -18.9% | +29.8% | +11.1% |
| 3M | +9.2% | -46.0% | +55.2% | +9.6% |
| 6M | +27.2% | -40.3% | +67.5% | +27.5% |
| YTD | +30.3% | -29.0% | +59.3% | +30.5% |
| 1Y | +28.7% | +13.8% | +14.8% | +28.4% |
| 3Y | +109.4% | +74.9% | +34.5% | +107.8% |
| 5Y | +144.1% | -36.2% | +180.3% | +143.2% |
| 10Y | +332.0% | +1,028.0% | -696.0% | +320.9% |
| All | +8,363.3% | -98.4% | +8,461.7% | +7,875.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling