+335.5%
CCEP vs LSCC
+1,498.6%
-1,163.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.4% | -10.1% | -0.8% |
| 7D | +1.8% | +14.5% | -12.7% | +0.2% |
| 30D | +12.2% | -0.1% | +12.2% | +11.6% |
| 3M | +10.7% | -2.7% | +13.3% | +10.1% |
| 6M | +27.5% | -4.8% | +32.3% | +25.7% |
| YTD | +31.3% | +66.9% | -35.5% | +19.6% |
| 1Y | +29.9% | +85.8% | -55.9% | +16.5% |
| 3Y | +111.1% | +115.6% | -4.5% | +76.0% |
| 5Y | +142.3% | +48.8% | +93.5% | +104.2% |
| 10Y | +335.5% | +1,490.3% | -1,154.8% | +175.6% |
| All | +335.5% | +1,498.6% | -1,163.1% | +175.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 10y: compounded portfolio wealth divided by compounded LSCC 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…
10y analysis · Full analysis span regression · 6 months rolling