+28.7%
CCEP vs QS
-75.8%
+104.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.8% | +7.0% | -1.0% |
| 7D | -0.3% | -5.6% | +5.3% | -0.4% |
| 30D | +11.0% | -5.8% | +16.8% | +10.9% |
| 3M | +9.2% | -39.2% | +48.4% | +7.7% |
| 6M | +27.2% | -53.9% | +81.1% | +24.0% |
| YTD | +30.3% | -62.8% | +93.1% | +22.9% |
| 1Y | +28.7% | -73.5% | +102.2% | +19.9% |
| All | +28.7% | -75.8% | +104.4% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling