+479.1%
CCEP vs NWSA
+127.4%
+351.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -2.6% |
| 7D | -3.1% | -1.9% | -1.2% | -2.5% |
| 30D | -2.6% | +4.6% | -7.2% | -3.9% |
| 3M | +14.9% | +13.2% | +1.7% | +10.5% |
| 6M | +2.3% | +27.0% | -24.7% | -5.3% |
| YTD | +17.8% | +16.8% | +1.0% | +11.5% |
| 1Y | +24.2% | +4.5% | +19.7% | +21.4% |
| 3Y | +84.7% | +46.2% | +38.5% | +60.0% |
| 5Y | +103.2% | +40.9% | +62.3% | +74.2% |
| 10Y | +257.4% | +145.1% | +112.2% | +141.1% |
| All | +479.1% | +127.4% | +351.7% | +298.1% |
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