+353.4%
CCEP vs QSR
+218.5%
+134.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -3.1% | +2.4% | -5.5% | -3.9% |
| 30D | -2.6% | +7.6% | -10.2% | -5.3% |
| 3M | +14.9% | +12.6% | +2.3% | +9.7% |
| 6M | +2.3% | +14.4% | -12.1% | -3.4% |
| YTD | +17.8% | +19.6% | -1.8% | +9.2% |
| 1Y | +24.2% | +33.9% | -9.7% | +9.8% |
| 3Y | +84.7% | +27.1% | +57.6% | +63.5% |
| 5Y | +103.2% | +48.5% | +54.7% | +66.7% |
| 10Y | +257.4% | +126.2% | +131.2% | +146.1% |
| All | +353.4% | +218.5% | +134.9% | +187.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling