+230.1%
CCEP vs AZO
+296.8%
-66.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -2.8% | -3.6% | +0.7% | -1.9% |
| 30D | -4.0% | -5.6% | +1.5% | -2.6% |
| 3M | +5.2% | -6.6% | +11.8% | +6.9% |
| 6M | +2.7% | -22.5% | +25.2% | +9.5% |
| YTD | +14.5% | -15.2% | +29.7% | +18.8% |
| 1Y | +17.2% | -33.9% | +51.1% | +29.9% |
| 3Y | +79.3% | +11.8% | +67.5% | +70.1% |
| 5Y | +106.8% | +85.5% | +21.2% | +67.5% |
| All | +230.1% | +296.8% | -66.7% | +140.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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