+144.1%
CCEP vs M
-4.1%
+148.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.6% |
| 7D | -0.3% | +0.6% | -0.9% | -0.4% |
| 30D | +11.0% | +7.0% | +4.0% | +10.1% |
| 3M | +9.2% | +3.1% | +6.1% | +8.7% |
| 6M | +27.2% | +33.5% | -6.3% | +22.9% |
| YTD | +30.3% | +13.4% | +16.9% | +27.8% |
| 1Y | +28.7% | +22.4% | +6.2% | +25.1% |
| 3Y | +109.4% | +150.9% | -41.5% | +78.3% |
| 5Y | +144.1% | -3.0% | +147.1% | +131.4% |
| All | +144.1% | -4.1% | +148.2% | +131.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling