+6,921.7%
CCEP vs PPG
+2,691.0%
+4,230.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +1.7% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -1.6% | -7.8% | +6.2% | +1.3% |
| 3M | +11.9% | -2.2% | +14.1% | +12.3% |
| 6M | +7.5% | +4.1% | +3.3% | +5.0% |
| YTD | +18.7% | +9.1% | +9.7% | +13.7% |
| 1Y | +21.4% | +1.0% | +20.5% | +19.4% |
| 3Y | +89.1% | -13.3% | +102.4% | +92.8% |
| 5Y | +108.7% | -19.2% | +127.9% | +115.2% |
| 10Y | +241.0% | +25.9% | +215.0% | +191.3% |
| All | +6,921.7% | +2,691.0% | +4,230.7% | +2,148.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded PPG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling