+230.1%
CCEP vs NTRS
+259.9%
-29.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.5% |
| 7D | -2.8% | +1.4% | -4.2% | -3.3% |
| 30D | -4.0% | -0.7% | -3.4% | -3.8% |
| 3M | +5.2% | +11.3% | -6.1% | +1.2% |
| 6M | +2.7% | +35.5% | -32.8% | -8.0% |
| YTD | +14.5% | +40.6% | -26.1% | +0.8% |
| 1Y | +17.2% | +49.2% | -32.0% | +0.7% |
| 3Y | +79.3% | +167.2% | -87.9% | +20.1% |
| 5Y | +106.8% | +94.9% | +11.8% | +53.7% |
| All | +230.1% | +259.9% | -29.9% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 10y: compounded portfolio wealth divided by compounded NTRS 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…
10y analysis · Full analysis span regression · 6 months rolling