+230.1%
CCEP vs NYT
+489.9%
-259.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -2.8% | -0.6% | -2.2% | -2.7% |
| 30D | -4.0% | +4.6% | -8.6% | -4.7% |
| 3M | +5.2% | -9.6% | +14.8% | +6.4% |
| 6M | +2.7% | -14.0% | +16.7% | +4.5% |
| YTD | +14.5% | -2.8% | +17.4% | +14.2% |
| 1Y | +17.2% | +15.6% | +1.6% | +13.6% |
| 3Y | +79.3% | +56.3% | +23.0% | +62.7% |
| 5Y | +106.8% | +39.5% | +67.3% | +86.7% |
| All | +230.1% | +489.9% | -259.8% | +174.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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