+148.3%
CCEP vs ES
+6.6%
+141.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.2% |
| 7D | +2.1% | +2.7% | -0.6% | +1.3% |
| 30D | +10.6% | +7.6% | +3.0% | +8.4% |
| 3M | +10.3% | +0.5% | +9.8% | +10.1% |
| 6M | +31.1% | +7.6% | +23.5% | +28.4% |
| YTD | +32.1% | +10.2% | +21.9% | +28.4% |
| 1Y | +32.8% | +1.8% | +31.0% | +31.4% |
| 3Y | +111.3% | +55.4% | +56.0% | +82.0% |
| All | +148.3% | +6.6% | +141.8% | +126.2% |
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