+24.2%
CCEP vs LEN
-37.1%
+61.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.9% |
| 7D | -3.1% | -3.2% | +0.1% | -2.4% |
| 30D | -2.6% | -4.9% | +2.3% | -1.7% |
| 3M | +14.9% | -8.5% | +23.4% | +16.6% |
| 6M | +2.3% | -20.7% | +22.9% | +6.2% |
| YTD | +17.8% | -17.4% | +35.3% | +20.6% |
| 1Y | +24.2% | -38.2% | +62.5% | +33.9% |
| All | +24.2% | -37.1% | +61.3% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling