+107.0%
CCEP vs MKTX
-60.6%
+167.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -5.7% | -0.2% | -5.6% | -5.7% |
| 30D | -3.4% | +0.8% | -4.2% | -3.5% |
| 3M | +5.5% | +41.1% | -35.6% | -0.2% |
| 6M | +2.2% | -9.5% | +11.8% | +3.7% |
| YTD | +14.6% | -8.7% | +23.3% | +16.0% |
| 1Y | +18.9% | -10.0% | +28.9% | +20.4% |
| 3Y | +82.6% | -24.6% | +107.2% | +86.4% |
| 5Y | +107.0% | -60.3% | +167.3% | +122.5% |
| All | +107.0% | -60.6% | +167.5% | +122.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling