+32.3%
CCEP vs LEN
-27.0%
+59.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.4% | +1.2% |
| 7D | +5.4% | +0.7% | +4.7% | +5.1% |
| 30D | +12.8% | +13.0% | -0.2% | +10.0% |
| 3M | +10.9% | +1.9% | +9.0% | +10.0% |
| 6M | +25.6% | -0.7% | +26.3% | +24.5% |
| YTD | +31.0% | -13.8% | +44.8% | +32.0% |
| 1Y | +32.3% | -28.1% | +60.3% | +37.9% |
| All | +32.3% | -27.0% | +59.3% | +37.9% |
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