+111.3%
CCEP vs NTR
+47.6%
+63.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +2.1% | -0.3% | +2.4% | +2.1% |
| 30D | +10.6% | +2.0% | +8.6% | +10.4% |
| 3M | +10.3% | +6.4% | +3.9% | +9.7% |
| 6M | +31.1% | +1.6% | +29.5% | +30.8% |
| YTD | +32.1% | +18.2% | +13.9% | +28.8% |
| 1Y | +32.8% | +23.9% | +8.9% | +28.6% |
| 3Y | +111.3% | +44.7% | +66.7% | +97.3% |
| All | +111.3% | +47.6% | +63.7% | +97.3% |
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