+108.9%
CCEP vs NTR
+48.6%
+60.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.4% |
| YTD | +15.7% | +32.9% | -17.2% | +12.4% |
| 1Y | +16.6% | +45.3% | -28.8% | +12.0% |
| 3Y | +84.3% | +41.7% | +42.6% | +76.0% |
| All | +108.9% | +48.6% | +60.3% | +71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling