+747.5%
CCEP vs FIVE
+822.5%
-75.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +2.6% | -0.3% | +2.8% | +2.6% |
| 30D | +15.1% | +17.7% | -2.5% | +12.6% |
| 3M | +7.3% | +4.0% | +3.3% | +6.5% |
| 6M | +23.4% | +2.6% | +20.8% | +22.3% |
| YTD | +29.4% | +27.6% | +1.8% | +24.2% |
| 1Y | +34.2% | +59.9% | -25.7% | +24.9% |
| 3Y | +108.4% | +35.8% | +72.6% | +91.2% |
| 5Y | +147.3% | +14.4% | +132.8% | +127.2% |
| 10Y | +301.3% | +576.1% | -274.8% | +190.4% |
| All | +747.5% | +822.5% | -75.0% | +466.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling