+110.5%
CCEP vs QS
-18.0%
+128.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.1% |
| 7D | +5.4% | +8.0% | -2.6% | +5.3% |
| 30D | +12.8% | -2.8% | +15.6% | +12.7% |
| 3M | +10.9% | -28.1% | +39.0% | +11.0% |
| 6M | +25.6% | -41.0% | +66.6% | +25.8% |
| YTD | +31.0% | -57.3% | +88.3% | +31.4% |
| 1Y | +32.3% | -72.7% | +104.9% | +33.4% |
| 3Y | +110.5% | -18.6% | +129.2% | +107.0% |
| All | +110.5% | -18.0% | +128.6% | +107.0% |
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