+148.3%
CCEP vs QSR
+53.9%
+94.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +2.1% | -2.9% | +5.0% | +3.2% |
| 30D | +10.6% | +4.1% | +6.4% | +9.1% |
| 3M | +10.3% | -0.7% | +11.0% | +10.5% |
| 6M | +31.1% | +0.4% | +30.6% | +30.6% |
| YTD | +32.1% | +13.5% | +18.6% | +25.4% |
| 1Y | +32.8% | +11.0% | +21.8% | +27.0% |
| 3Y | +111.3% | +22.0% | +89.4% | +88.9% |
| All | +148.3% | +53.9% | +94.4% | +85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling