+343.1%
CCEP vs IT
+90.0%
+253.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.2% |
| 7D | +2.1% | +1.1% | +1.0% | +1.8% |
| 30D | +10.6% | -1.8% | +12.4% | +10.8% |
| 3M | +10.3% | +4.8% | +5.5% | +8.3% |
| 6M | +31.1% | +33.0% | -1.9% | +19.0% |
| YTD | +32.1% | -23.8% | +56.0% | +37.6% |
| 1Y | +32.8% | -16.5% | +49.3% | +34.4% |
| 3Y | +111.3% | -53.6% | +165.0% | +147.0% |
| 5Y | +147.5% | -42.1% | +189.6% | +158.3% |
| All | +343.1% | +90.0% | +253.1% | +199.4% |
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