+104.1%
CCEP vs NTRS
+93.2%
+10.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.4% |
| 7D | -2.8% | +1.4% | -4.2% | -3.2% |
| 30D | -4.0% | -0.7% | -3.4% | -3.9% |
| 3M | +5.2% | +11.3% | -6.1% | +2.3% |
| 6M | +2.7% | +35.5% | -32.8% | -5.3% |
| YTD | +14.5% | +40.6% | -26.1% | +4.2% |
| 1Y | +17.2% | +49.2% | -32.0% | +4.6% |
| 3Y | +79.3% | +167.2% | -87.9% | +30.4% |
| All | +104.1% | +93.2% | +10.9% | +68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling