+34.2%
CCEP vs M
+15.5%
+18.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | -0.4% |
| 7D | +2.6% | -4.3% | +6.8% | +3.1% |
| 30D | +15.1% | +1.3% | +13.9% | +14.8% |
| 3M | +7.3% | -7.4% | +14.6% | +8.0% |
| 6M | +23.4% | +18.3% | +5.1% | +20.3% |
| YTD | +29.4% | +7.6% | +21.8% | +28.2% |
| 1Y | +34.2% | +17.4% | +16.8% | +30.0% |
| All | +34.2% | +15.5% | +18.8% | +30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling