+302.3%
CCEP vs M
+3.7%
+298.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +8.1% | -6.9% | +0.2% |
| 7D | +1.7% | +2.5% | -0.9% | +1.3% |
| 30D | +12.7% | +10.1% | +2.6% | +11.3% |
| 3M | +8.5% | -0.9% | +9.4% | +8.4% |
| 6M | +25.6% | +30.2% | -4.6% | +20.9% |
| YTD | +30.9% | +16.3% | +14.6% | +27.5% |
| 1Y | +32.0% | +27.0% | +5.0% | +27.0% |
| 3Y | +110.9% | +154.5% | -43.6% | +78.2% |
| 5Y | +138.5% | -1.1% | +139.5% | +122.0% |
| 10Y | +302.3% | +0.5% | +301.8% | +166.4% |
| All | +302.3% | +3.7% | +298.6% | +166.4% |
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