+79.5%
CCEP vs QS
-26.0%
+105.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | -5.7% | -5.0% | -0.8% | -5.7% |
| 30D | -3.4% | -18.3% | +14.9% | -3.2% |
| 3M | +5.5% | -26.0% | +31.5% | +5.8% |
| 6M | +2.2% | -24.0% | +26.3% | +2.3% |
| YTD | +14.6% | -50.3% | +64.9% | +15.3% |
| 1Y | +18.9% | -38.0% | +56.9% | +18.4% |
| All | +79.5% | -26.0% | +105.5% | +80.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling