+108.7%
CCEP vs IT
-44.6%
+153.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.4% | +8.2% | +1.8% |
| 7D | -1.0% | -9.1% | +8.2% | +0.3% |
| 30D | -1.6% | -7.0% | +5.4% | -0.8% |
| 3M | +11.9% | +7.6% | +4.2% | +9.6% |
| 6M | +7.5% | +2.1% | +5.3% | +5.7% |
| YTD | +18.7% | -31.6% | +50.3% | +25.5% |
| 1Y | +21.4% | -29.9% | +51.3% | +27.1% |
| 3Y | +89.1% | -51.3% | +140.4% | +105.9% |
| 5Y | +108.7% | -44.8% | +153.5% | +102.6% |
| All | +108.7% | -44.6% | +153.3% | +102.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling