+341.1%
CCEP vs IT
+88.3%
+252.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | +5.4% | -7.5% | +12.9% | +7.3% |
| 30D | +12.8% | -1.2% | +13.9% | +12.8% |
| 3M | +10.9% | -2.2% | +13.1% | +10.6% |
| 6M | +25.6% | +19.1% | +6.5% | +17.4% |
| YTD | +31.0% | -25.1% | +56.1% | +36.9% |
| 1Y | +32.3% | -17.4% | +49.6% | +34.1% |
| 3Y | +110.5% | -54.1% | +164.6% | +146.4% |
| 5Y | +141.8% | -42.7% | +184.5% | +152.7% |
| 10Y | +341.1% | +88.1% | +253.0% | +197.5% |
| All | +341.1% | +88.3% | +252.9% | +197.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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