+81.2%
CCEP vs NTR
+40.7%
+40.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -3.7% | +0.5% | -4.2% | -3.7% |
| 30D | -2.1% | +21.7% | -23.8% | -3.6% |
| 3M | +7.2% | +22.8% | -15.6% | +5.4% |
| 6M | +3.3% | +8.2% | -4.9% | +2.5% |
| YTD | +15.7% | +32.9% | -17.2% | +11.7% |
| 1Y | +16.6% | +45.3% | -28.8% | +10.9% |
| All | +81.2% | +40.7% | +40.4% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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