+111.3%
CCEP vs MKTX
-22.1%
+133.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +2.1% | +0.2% | +1.9% | +2.1% |
| 30D | +10.6% | +0.9% | +9.7% | +10.5% |
| 3M | +10.3% | +2.6% | +7.7% | +10.1% |
| 6M | +31.1% | +20.4% | +10.7% | +28.6% |
| YTD | +32.1% | -7.1% | +39.2% | +33.7% |
| 1Y | +32.8% | -2.8% | +35.6% | +33.6% |
| 3Y | +111.3% | -21.7% | +133.1% | +116.1% |
| All | +111.3% | -22.1% | +133.5% | +116.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling