+341.1%
CCEP vs FIVE
+562.8%
-221.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | +5.4% | +7.3% | -2.0% | +4.2% |
| 30D | +12.8% | +18.1% | -5.3% | +10.0% |
| 3M | +10.9% | +7.7% | +3.2% | +9.4% |
| 6M | +25.6% | +13.6% | +12.0% | +22.6% |
| YTD | +31.0% | +34.6% | -3.6% | +24.2% |
| 1Y | +32.3% | +66.2% | -34.0% | +21.4% |
| 3Y | +110.5% | +43.5% | +67.1% | +90.9% |
| 5Y | +141.8% | +20.7% | +121.1% | +119.8% |
| 10Y | +341.1% | +541.5% | -200.3% | +241.2% |
| All | +341.1% | +562.8% | -221.6% | +241.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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