+87.9%
CCEP vs IT
-46.7%
+134.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.6% | +1.5% | -2.9% |
| 7D | -3.1% | -6.0% | +3.0% | -2.8% |
| 30D | -2.6% | 0.0% | -2.6% | -2.6% |
| 3M | +14.9% | +13.1% | +1.9% | +13.7% |
| 6M | +2.3% | +11.7% | -9.4% | +1.0% |
| YTD | +17.8% | -26.1% | +44.0% | +20.0% |
| 1Y | +24.2% | -21.3% | +45.5% | +25.6% |
| All | +87.9% | -46.7% | +134.6% | +99.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling