+230.1%
CCEP vs MKTX
+5.0%
+225.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | -4.0% | +0.7% | -4.8% | -4.1% |
| 3M | +5.2% | +40.8% | -35.6% | -0.8% |
| 6M | +2.7% | -8.0% | +10.7% | +3.5% |
| YTD | +14.5% | -8.7% | +23.3% | +15.4% |
| 1Y | +17.2% | -11.8% | +29.0% | +18.6% |
| 3Y | +79.3% | -24.0% | +103.4% | +82.7% |
| 5Y | +106.8% | -60.3% | +167.1% | +129.4% |
| All | +230.1% | +5.0% | +225.0% | +216.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling