+249.8%
CCEP vs QS
-62.6%
+312.4%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.2% | +6.6% | +1.5% |
| 7D | +2.1% | -14.0% | +16.1% | +2.5% |
| 30D | +10.6% | -6.4% | +16.9% | +10.7% |
| 3M | +10.3% | -40.3% | +50.6% | +11.6% |
| 6M | +31.1% | -57.5% | +88.6% | +33.5% |
| YTD | +32.1% | -64.7% | +96.8% | +34.9% |
| 1Y | +32.8% | -72.9% | +105.7% | +36.5% |
| 3Y | +111.3% | -33.5% | +144.8% | +105.9% |
| 5Y | +147.5% | -90.5% | +238.0% | +146.7% |
| All | +249.8% | -62.6% | +312.4% | +226.6% |
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