+111.3%
CCEP vs QSR
+21.7%
+89.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +2.1% | -2.9% | +5.0% | +2.9% |
| 30D | +10.6% | +4.1% | +6.4% | +9.6% |
| 3M | +10.3% | -0.7% | +11.0% | +10.4% |
| 6M | +31.1% | +0.4% | +30.6% | +30.8% |
| YTD | +32.1% | +13.5% | +18.6% | +27.9% |
| 1Y | +32.8% | +11.0% | +21.8% | +29.1% |
| 3Y | +111.3% | +22.0% | +89.4% | +97.8% |
| All | +111.3% | +21.7% | +89.6% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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