+343.1%
CCEP vs ES
+98.2%
+244.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.1% |
| 7D | +2.1% | +2.7% | -0.6% | +1.1% |
| 30D | +10.6% | +7.6% | +3.0% | +7.7% |
| 3M | +10.3% | +0.5% | +9.8% | +10.1% |
| 6M | +31.1% | +7.6% | +23.5% | +27.5% |
| YTD | +32.1% | +10.2% | +21.9% | +27.0% |
| 1Y | +32.8% | +1.8% | +31.0% | +30.8% |
| 3Y | +111.3% | +55.4% | +56.0% | +72.8% |
| 5Y | +147.5% | +7.3% | +140.2% | +132.1% |
| All | +343.1% | +98.2% | +244.8% | +234.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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