+302.3%
CCEP vs AVAV
+423.1%
-120.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +12.6% | -11.4% | +0.5% |
| 7D | +1.7% | +3.2% | -1.5% | +1.3% |
| 30D | +12.7% | -7.4% | +20.1% | +13.0% |
| 3M | +8.5% | -32.0% | +40.5% | +10.7% |
| 6M | +25.6% | -24.6% | +50.1% | +26.3% |
| YTD | +30.9% | -47.5% | +78.4% | +33.7% |
| 1Y | +32.0% | -61.5% | +93.4% | +37.7% |
| 3Y | +110.9% | +5.5% | +105.5% | +93.7% |
| 5Y | +138.5% | +35.7% | +102.7% | +106.7% |
| 10Y | +302.3% | +379.1% | -76.8% | +216.6% |
| All | +302.3% | +423.1% | -120.8% | +216.6% |
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