+16.6%
CCEP vs RUN
-48.0%
+64.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.6% | +2.0% | -2.6% |
| 7D | -3.7% | -1.8% | -1.9% | -3.7% |
| 30D | -2.1% | -10.8% | +8.8% | -2.3% |
| 3M | +7.2% | -30.2% | +37.3% | +6.6% |
| 6M | +3.3% | -22.3% | +25.6% | +3.1% |
| YTD | +15.7% | -52.2% | +67.9% | +13.7% |
| 1Y | +16.6% | -45.1% | +61.7% | +19.6% |
| All | +16.6% | -48.0% | +64.6% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling