+148.3%
CCEP vs AVAV
+28.1%
+120.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.1% | +1.4% |
| 7D | +2.1% | +4.2% | -2.1% | +2.1% |
| 30D | +10.6% | -2.6% | +13.1% | +10.6% |
| 3M | +10.3% | -38.0% | +48.3% | +10.6% |
| 6M | +31.1% | -27.0% | +58.1% | +31.0% |
| YTD | +32.1% | -51.4% | +83.5% | +32.5% |
| 1Y | +32.8% | -60.2% | +93.1% | +33.6% |
| 3Y | +111.3% | -6.7% | +118.0% | +102.6% |
| All | +148.3% | +28.1% | +120.2% | +133.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling