+343.1%
CCEP vs AVAV
+315.4%
+27.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.1% | +1.6% |
| 7D | +2.1% | +4.2% | -2.1% | +1.8% |
| 30D | +10.6% | -2.6% | +13.1% | +10.5% |
| 3M | +10.3% | -38.0% | +48.3% | +13.1% |
| 6M | +31.1% | -27.0% | +58.1% | +32.0% |
| YTD | +32.1% | -51.4% | +83.5% | +35.5% |
| 1Y | +32.8% | -60.2% | +93.1% | +38.1% |
| 3Y | +111.3% | -6.7% | +118.0% | +95.8% |
| 5Y | +147.5% | +28.3% | +119.2% | +114.7% |
| All | +343.1% | +315.4% | +27.7% | +240.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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