+79.5%
CCEP vs AZO
+10.2%
+69.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | -5.7% | -2.9% | -2.8% | -5.1% |
| 30D | -3.4% | -5.3% | +1.9% | -2.3% |
| 3M | +5.5% | -7.3% | +12.9% | +7.0% |
| 6M | +2.2% | -22.7% | +24.9% | +7.4% |
| YTD | +14.6% | -15.0% | +29.7% | +17.9% |
| 1Y | +18.9% | -32.2% | +51.2% | +27.9% |
| All | +79.5% | +10.2% | +69.3% | +74.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling