+36.8%
CCEP vs MKTX
+5.4%
+31.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.9% | +3.8% |
| 7D | +4.2% | +0.5% | +3.8% | +4.2% |
| 30D | +14.2% | +1.0% | +13.2% | +14.1% |
| 3M | +9.1% | +2.5% | +6.6% | +9.1% |
| 6M | +26.9% | +8.0% | +18.8% | +25.7% |
| YTD | +29.1% | -7.3% | +36.4% | +30.1% |
| 1Y | +36.8% | +4.7% | +32.1% | +37.5% |
| All | +36.8% | +5.4% | +31.4% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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