+24.2%
CCEP vs EQNR
+85.2%
-61.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -3.3% |
| 7D | -3.1% | +1.7% | -4.8% | -2.8% |
| 30D | -2.6% | +11.5% | -14.1% | -0.7% |
| 3M | +14.9% | +12.9% | +2.1% | +17.6% |
| 6M | +2.3% | +36.0% | -33.7% | +5.4% |
| YTD | +17.8% | +84.1% | -66.3% | +21.4% |
| 1Y | +24.2% | +83.8% | -59.6% | +28.6% |
| All | +24.2% | +85.2% | -61.0% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR 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 1y: compounded portfolio wealth divided by compounded EQNR 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…
1y analysis · Full analysis span regression · 6 months rolling