+76.9%
CCEP vs AS
+134.9%
-57.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.0% |
| 7D | +2.6% | +6.9% | -4.4% | +2.0% |
| 30D | +15.1% | +16.0% | -0.9% | +13.9% |
| 3M | +7.3% | -12.8% | +20.1% | +8.1% |
| 6M | +23.4% | -15.4% | +38.8% | +24.5% |
| YTD | +29.4% | -15.7% | +45.1% | +30.2% |
| 1Y | +34.2% | +6.1% | +28.2% | +33.5% |
| All | +76.9% | +134.9% | -57.9% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling