+8,025.6%
CCEP vs M
+425.5%
+7,600.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.9% | +7.1% | +2.2% |
| 7D | +5.7% | -2.1% | +7.9% | +6.0% |
| 30D | +15.3% | +7.7% | +7.6% | +13.7% |
| 3M | +8.0% | -4.4% | +12.4% | +8.6% |
| 6M | +26.7% | +27.5% | -0.8% | +20.7% |
| YTD | +30.7% | +12.8% | +17.9% | +26.6% |
| 1Y | +36.5% | +20.7% | +15.8% | +30.5% |
| 3Y | +111.1% | +111.3% | -0.2% | +73.6% |
| 5Y | +149.7% | -6.3% | +156.0% | +126.7% |
| 10Y | +305.3% | +1.5% | +303.9% | +206.5% |
| All | +8,025.6% | +425.5% | +7,600.1% | +3,972.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling