+78.2%
CCEP vs AS
+125.3%
-47.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.6% |
| 7D | -0.3% | -3.6% | +3.3% | 0.0% |
| 30D | +11.0% | +3.4% | +7.6% | +10.7% |
| 3M | +9.2% | -8.6% | +17.8% | +9.7% |
| 6M | +27.2% | -10.0% | +37.2% | +27.9% |
| YTD | +30.3% | -19.2% | +49.5% | +31.5% |
| 1Y | +28.7% | -3.8% | +32.5% | +28.7% |
| All | +78.2% | +125.3% | -47.1% | +61.1% |
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