+108.7%
CCEP vs QS
-74.6%
+183.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.7% |
| 7D | -1.0% | +2.2% | -3.2% | -1.1% |
| 30D | -1.6% | -8.1% | +6.5% | -1.3% |
| 3M | +11.9% | -27.0% | +38.9% | +12.9% |
| 6M | +7.5% | -16.4% | +23.9% | +7.6% |
| YTD | +18.7% | -46.4% | +65.1% | +20.7% |
| 1Y | +21.4% | -41.1% | +62.5% | +21.7% |
| 3Y | +89.1% | -18.6% | +107.7% | +79.3% |
| 5Y | +108.7% | -73.0% | +181.8% | +102.5% |
| All | +108.7% | -74.6% | +183.3% | +102.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling