+6,869.6%
CCEP vs LEN
+10,533.4%
-3,663.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.9% |
| 7D | -3.1% | -3.2% | +0.1% | -2.5% |
| 30D | -2.6% | -4.9% | +2.3% | -1.8% |
| 3M | +14.9% | -8.5% | +23.4% | +16.3% |
| 6M | +2.3% | -20.7% | +22.9% | +5.9% |
| YTD | +17.8% | -17.4% | +35.3% | +21.0% |
| 1Y | +24.2% | -38.2% | +62.5% | +33.7% |
| 3Y | +84.7% | -24.9% | +109.6% | +89.0% |
| 5Y | +103.2% | -11.4% | +114.6% | +99.5% |
| 10Y | +257.4% | +110.0% | +147.3% | +191.5% |
| All | +6,869.6% | +10,533.4% | -3,663.8% | +2,920.8% |
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