+230.1%
CCEP vs NVMI
+3,158.6%
-2,928.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.3% |
| 7D | -2.8% | -0.1% | -2.7% | -2.8% |
| 30D | -4.0% | -8.4% | +4.4% | -3.2% |
| 3M | +5.2% | -33.6% | +38.8% | +9.6% |
| 6M | +2.7% | -14.7% | +17.4% | +2.7% |
| YTD | +14.5% | +13.2% | +1.3% | +9.6% |
| 1Y | +17.2% | +29.0% | -11.9% | +9.2% |
| 3Y | +79.3% | +215.0% | -135.7% | +35.1% |
| 5Y | +106.8% | +268.6% | -161.8% | +47.0% |
| All | +230.1% | +3,158.6% | -2,928.6% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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