+107.2%
CCEP vs LEN
-10.8%
+118.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.6% |
| 3M | +14.9% | -8.5% | +23.4% | +16.7% |
| 6M | +2.3% | -20.7% | +22.9% | +7.1% |
| YTD | +17.8% | -17.4% | +35.3% | +21.8% |
| 1Y | +24.2% | -38.2% | +62.5% | +36.9% |
| 3Y | +84.7% | -24.9% | +109.6% | +86.0% |
| All | +107.2% | -10.8% | +118.0% | +86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling