+7,226.9%
CCEP vs M
+396.5%
+6,830.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.6% | -5.7% | -3.5% |
| 7D | -3.1% | +4.7% | -7.8% | -3.8% |
| 30D | -2.6% | -9.6% | +7.0% | -1.0% |
| 3M | +14.9% | +0.9% | +14.1% | +14.4% |
| 6M | +2.3% | +22.3% | -20.0% | -1.9% |
| YTD | +17.8% | +6.5% | +11.3% | +15.5% |
| 1Y | +24.2% | +38.8% | -14.6% | +15.9% |
| 3Y | +84.7% | +115.9% | -31.2% | +51.3% |
| 5Y | +103.2% | +28.6% | +74.6% | +72.6% |
| 10Y | +257.4% | -2.5% | +259.9% | +172.2% |
| All | +7,226.9% | +396.5% | +6,830.4% | +3,615.2% |
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