+7,646.6%
CCEP vs LEN
+10,996.9%
-3,350.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.4% | +1.0% |
| 7D | +5.4% | +0.7% | +4.7% | +5.2% |
| 30D | +12.8% | +13.0% | -0.2% | +10.3% |
| 3M | +10.9% | +1.9% | +9.0% | +10.2% |
| 6M | +25.6% | -0.7% | +26.3% | +25.0% |
| YTD | +31.0% | -13.8% | +44.8% | +33.1% |
| 1Y | +32.3% | -28.1% | +60.3% | +38.4% |
| 3Y | +110.5% | -22.8% | +133.4% | +114.1% |
| 5Y | +141.8% | -7.4% | +149.2% | +135.0% |
| 10Y | +341.1% | +143.7% | +197.5% | +250.7% |
| All | +7,646.6% | +10,996.9% | -3,350.3% | +3,224.1% |
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