+78.7%
CCEP vs AS
+133.7%
-55.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.5% | +1.4% |
| 7D | +5.7% | +7.1% | -1.4% | +5.2% |
| 30D | +15.3% | +12.8% | +2.5% | +14.3% |
| 3M | +8.0% | -14.7% | +22.8% | +9.0% |
| 6M | +26.7% | -9.9% | +36.7% | +27.3% |
| YTD | +30.7% | -16.1% | +46.8% | +31.5% |
| 1Y | +36.5% | +0.2% | +36.4% | +36.2% |
| All | +78.7% | +133.7% | -55.0% | +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