+1,492.0%
CCEP vs MKTX
+1,445.7%
+46.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.8% |
| 7D | -1.0% | +0.4% | -1.4% | -1.0% |
| 30D | -1.6% | +1.0% | -2.6% | -1.7% |
| 3M | +11.9% | +41.3% | -29.4% | +5.4% |
| 6M | +7.5% | -11.3% | +18.8% | +8.6% |
| YTD | +18.7% | -8.6% | +27.3% | +19.3% |
| 1Y | +21.4% | -11.1% | +32.5% | +22.3% |
| 3Y | +89.1% | -24.5% | +113.6% | +92.4% |
| 5Y | +108.7% | -61.4% | +170.1% | +131.6% |
| 10Y | +241.0% | +6.8% | +234.1% | +213.5% |
| All | +1,492.0% | +1,445.7% | +46.3% | +783.8% |
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