+1,531.1%
CCEP vs AVAV
+478.6%
+1,052.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -2.9% |
| 7D | -3.1% | -2.2% | -0.8% | -2.8% |
| 30D | -2.6% | -13.9% | +11.3% | -1.3% |
| 3M | +14.9% | -29.2% | +44.2% | +17.9% |
| 6M | +2.3% | -36.1% | +38.4% | +5.3% |
| YTD | +17.8% | -40.2% | +58.0% | +20.8% |
| 1Y | +24.2% | -36.2% | +60.4% | +25.2% |
| 3Y | +84.7% | +47.5% | +37.2% | +60.2% |
| 5Y | +103.2% | +39.3% | +63.9% | +71.6% |
| 10Y | +257.4% | +482.6% | -225.2% | +126.5% |
| All | +1,531.1% | +478.6% | +1,052.5% | +835.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling