+238.1%
CCEP vs NWSA
+144.0%
+94.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.4% |
| 7D | -3.7% | -3.1% | -0.6% | -2.7% |
| 30D | -2.1% | +4.3% | -6.4% | -3.4% |
| 3M | +7.2% | +9.2% | -2.1% | +4.0% |
| 6M | +3.3% | +21.6% | -18.3% | -3.3% |
| YTD | +15.7% | +14.2% | +1.5% | +10.0% |
| 1Y | +16.6% | +1.8% | +14.8% | +14.8% |
| 3Y | +84.3% | +44.4% | +39.8% | +58.9% |
| 5Y | +109.0% | +41.0% | +68.1% | +77.5% |
| 10Y | +238.1% | +150.0% | +88.1% | +124.3% |
| All | +238.1% | +144.0% | +94.1% | +124.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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