+110.4%
CCEP vs AVAV
-14.7%
+125.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -9.8% | +11.1% | +1.0% |
| 7D | +5.7% | -24.3% | +30.0% | +5.0% |
| 30D | +15.3% | -28.9% | +44.2% | +14.5% |
| 3M | +8.0% | -39.3% | +47.3% | +6.9% |
| 6M | +26.7% | -38.8% | +65.5% | +25.6% |
| YTD | +30.7% | -57.8% | +88.5% | +29.0% |
| 1Y | +36.5% | -70.9% | +107.4% | +33.9% |
| All | +110.4% | -14.7% | +125.1% | +96.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling