+138.5%
CCEP vs RUN
-83.2%
+221.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +1.3% |
| 7D | +1.7% | +18.1% | -16.4% | +1.1% |
| 30D | +12.7% | +27.5% | -14.8% | +11.7% |
| 3M | +8.5% | -4.5% | +13.0% | +8.5% |
| 6M | +25.6% | -33.3% | +58.9% | +26.8% |
| YTD | +30.9% | -47.1% | +78.0% | +32.4% |
| 1Y | +32.0% | -43.1% | +75.1% | +32.9% |
| 3Y | +110.9% | -3.0% | +113.9% | +95.8% |
| 5Y | +138.5% | -82.6% | +221.1% | +139.5% |
| All | +138.5% | -83.2% | +221.7% | +139.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling