+89.1%
CCEP vs LEN
-25.9%
+115.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.8% | +4.6% | +1.3% |
| 7D | -1.0% | -2.9% | +1.9% | -0.5% |
| 30D | -1.6% | -8.9% | +7.3% | -0.2% |
| 3M | +11.9% | -10.9% | +22.8% | +13.5% |
| 6M | +7.5% | -19.7% | +27.1% | +10.5% |
| YTD | +18.7% | -20.6% | +39.3% | +22.0% |
| 1Y | +21.4% | -42.4% | +63.8% | +30.2% |
| 3Y | +89.1% | -26.5% | +115.7% | +89.3% |
| All | +89.1% | -25.9% | +115.0% | +89.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling