+79.3%
CCEP vs MKTX
-25.3%
+104.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +1.4% |
| 6M | +2.7% | -8.0% | +10.7% | +3.8% |
| YTD | +14.5% | -8.7% | +23.3% | +15.9% |
| 1Y | +17.2% | -11.8% | +29.0% | +19.0% |
| 3Y | +79.3% | -24.0% | +103.4% | +81.9% |
| All | +79.3% | -25.3% | +104.6% | +81.9% |
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