+107.2%
CCEP vs ES
-5.6%
+112.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.9% |
| 7D | -3.1% | +0.3% | -3.4% | -3.1% |
| 30D | -2.6% | -2.0% | -0.6% | -2.1% |
| 3M | +14.9% | +1.7% | +13.3% | +14.4% |
| 6M | +2.3% | -3.5% | +5.8% | +3.0% |
| YTD | +17.8% | +7.9% | +9.9% | +15.2% |
| 1Y | +24.2% | +17.2% | +7.0% | +18.0% |
| 3Y | +84.7% | +29.3% | +55.4% | +68.6% |
| All | +107.2% | -5.6% | +112.8% | +102.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling