+1,671.6%
CCEP vs MKTX
+1,471.0%
+200.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.4% |
| 3M | +10.3% | +2.6% | +7.7% | +9.9% |
| 6M | +31.1% | +20.4% | +10.7% | +26.5% |
| YTD | +32.1% | -7.1% | +39.2% | +32.4% |
| 1Y | +32.8% | -2.8% | +35.6% | +32.1% |
| 3Y | +111.3% | -21.7% | +133.1% | +114.4% |
| 5Y | +147.5% | -54.5% | +202.0% | +168.0% |
| 10Y | +338.1% | +13.0% | +325.1% | +299.6% |
| All | +1,671.6% | +1,471.0% | +200.5% | +881.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling