+343.1%
CCEP vs QID
-99.0%
+442.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +1.9% |
| 7D | +2.1% | -7.1% | +9.2% | +0.7% |
| 30D | +10.6% | +12.6% | -2.1% | +13.5% |
| 3M | +10.3% | +14.2% | -3.9% | +13.7% |
| 6M | +31.1% | +6.2% | +24.9% | +33.5% |
| YTD | +32.1% | -21.8% | +53.9% | +26.3% |
| 1Y | +32.8% | -23.1% | +56.0% | +26.6% |
| 3Y | +111.3% | -71.3% | +182.7% | +64.0% |
| 5Y | +147.5% | -77.0% | +224.5% | +98.7% |
| All | +343.1% | -99.0% | +442.1% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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