+341.1%
CCEP vs M
-3.0%
+344.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | 0.0% |
| 7D | +5.4% | +5.0% | +0.3% | +4.6% |
| 30D | +12.8% | +10.6% | +2.1% | +11.2% |
| 3M | +10.9% | +1.6% | +9.3% | +10.4% |
| 6M | +25.6% | +30.8% | -5.2% | +20.8% |
| YTD | +31.0% | +16.9% | +14.1% | +27.4% |
| 1Y | +32.3% | +26.3% | +6.0% | +27.3% |
| 3Y | +110.5% | +158.6% | -48.1% | +77.0% |
| 5Y | +141.8% | +2.1% | +139.7% | +123.9% |
| 10Y | +341.1% | -4.3% | +345.5% | +197.1% |
| All | +341.1% | -3.0% | +344.2% | +197.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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