+110.5%
CCEP vs M
+155.4%
-44.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | 0.0% |
| 7D | +5.4% | +5.0% | +0.3% | +5.1% |
| 30D | +12.8% | +10.6% | +2.1% | +12.2% |
| 3M | +10.9% | +1.6% | +9.3% | +10.6% |
| 6M | +25.6% | +30.8% | -5.2% | +24.3% |
| YTD | +31.0% | +16.9% | +14.1% | +30.0% |
| 1Y | +32.3% | +26.3% | +6.0% | +31.0% |
| 3Y | +110.5% | +158.6% | -48.1% | +110.8% |
| All | +110.5% | +155.4% | -44.8% | +110.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling