+141.8%
CCEP vs NWSA
+17.3%
+124.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +5.4% | -9.7% | +15.0% | +8.0% |
| 30D | +12.8% | -8.6% | +21.4% | +15.2% |
| 3M | +10.9% | -6.3% | +17.1% | +12.4% |
| 6M | +25.6% | -1.2% | +26.8% | +25.1% |
| YTD | +31.0% | +2.6% | +28.3% | +28.4% |
| 1Y | +32.3% | 0.0% | +32.2% | +30.7% |
| 3Y | +110.5% | +30.1% | +80.5% | +85.6% |
| 5Y | +141.8% | +18.3% | +123.5% | +122.5% |
| All | +141.8% | +17.3% | +124.5% | +122.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling