+540.2%
CCEP vs NWSA
+97.3%
+443.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.2% |
| 7D | -0.3% | -0.8% | +0.5% | -0.1% |
| 30D | +11.0% | -11.3% | +22.3% | +14.6% |
| 3M | +9.2% | -8.1% | +17.3% | +11.5% |
| 6M | +27.2% | -0.7% | +27.9% | +26.5% |
| YTD | +30.3% | +1.3% | +29.0% | +28.1% |
| 1Y | +28.7% | -1.3% | +30.0% | +27.5% |
| 3Y | +109.4% | +28.4% | +81.0% | +88.0% |
| 5Y | +144.1% | +15.3% | +128.8% | +121.7% |
| 10Y | +332.0% | +142.7% | +189.3% | +193.3% |
| All | +540.2% | +97.3% | +443.0% | +357.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling