+7,642.7%
CCEP vs LEN
+11,627.0%
-3,984.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.0% | +0.6% |
| 7D | +1.7% | +0.6% | +1.0% | +1.5% |
| 30D | +12.7% | +19.4% | -6.7% | +9.2% |
| 3M | +8.5% | +4.5% | +4.0% | +7.4% |
| 6M | +25.6% | +4.9% | +20.6% | +23.8% |
| YTD | +30.9% | -8.9% | +39.8% | +31.8% |
| 1Y | +32.0% | -23.0% | +54.9% | +36.5% |
| 3Y | +110.9% | -16.7% | +127.6% | +111.8% |
| 5Y | +138.5% | -4.5% | +142.9% | +130.6% |
| 10Y | +302.3% | +162.2% | +140.2% | +215.9% |
| All | +7,642.7% | +11,627.0% | -3,984.3% | +3,192.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling