+89.1%
CCEP vs NWSA
+44.8%
+44.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.1% |
| 7D | -1.0% | -2.6% | +1.7% | -0.5% |
| 30D | -1.6% | +4.6% | -6.2% | -2.4% |
| 3M | +11.9% | +10.2% | +1.7% | +9.6% |
| 6M | +7.5% | +21.6% | -14.2% | +3.4% |
| YTD | +18.7% | +14.6% | +4.1% | +15.4% |
| 1Y | +21.4% | +0.4% | +21.0% | +21.1% |
| 3Y | +89.1% | +45.0% | +44.1% | +71.8% |
| All | +89.1% | +44.8% | +44.3% | +71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling