+206.3%
CCEP vs QS
-47.0%
+253.3%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.6% | +4.1% | -2.4% |
| 7D | -3.7% | -4.2% | +0.5% | -3.6% |
| 30D | -2.1% | -15.7% | +13.6% | -1.7% |
| 3M | +7.2% | -28.7% | +35.9% | +7.9% |
| 6M | +3.3% | -23.2% | +26.5% | +3.6% |
| YTD | +15.7% | -49.9% | +65.6% | +17.2% |
| 1Y | +16.6% | -38.8% | +55.4% | +16.7% |
| 3Y | +84.3% | -24.0% | +108.3% | +79.3% |
| 5Y | +109.0% | -75.6% | +184.6% | +105.2% |
| All | +206.3% | -47.0% | +253.3% | +183.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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