+141.8%
CCEP vs QS
-87.4%
+229.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.2% |
| 7D | +5.4% | +8.0% | -2.6% | +5.0% |
| 30D | +12.8% | -2.8% | +15.6% | +12.8% |
| 3M | +10.9% | -28.1% | +39.0% | +12.1% |
| 6M | +25.6% | -41.0% | +66.6% | +27.5% |
| YTD | +31.0% | -57.3% | +88.3% | +34.3% |
| 1Y | +32.3% | -72.7% | +104.9% | +38.3% |
| 3Y | +110.5% | -18.6% | +129.2% | +96.6% |
| 5Y | +141.8% | -87.0% | +228.8% | +148.6% |
| All | +141.8% | -87.4% | +229.2% | +148.6% |
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 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