+85.8%
CCEP vs FIVE
+50.0%
+35.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.1% | -8.2% | -3.2% |
| 7D | -3.1% | +4.3% | -7.3% | -3.2% |
| 30D | -2.6% | +12.5% | -15.1% | -2.9% |
| 3M | +14.9% | +31.2% | -16.3% | +14.2% |
| 6M | +2.3% | +14.4% | -12.1% | +1.9% |
| YTD | +17.8% | +33.9% | -16.0% | +17.2% |
| 1Y | +24.2% | +65.1% | -40.8% | +23.0% |
| All | +85.8% | +50.0% | +35.8% | +84.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling