+282.5%
CCEP vs RUN
-31.9%
+314.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.1% |
| 7D | -3.1% | +1.3% | -4.3% | -3.1% |
| 30D | -2.6% | -15.3% | +12.7% | -1.8% |
| 3M | +14.9% | -40.0% | +54.9% | +17.7% |
| 6M | +2.3% | -27.0% | +29.2% | +3.3% |
| YTD | +17.8% | -51.7% | +69.5% | +20.8% |
| 1Y | +24.2% | -45.9% | +70.1% | +25.7% |
| 3Y | +84.7% | -43.8% | +128.5% | +74.1% |
| 5Y | +103.2% | -80.5% | +183.7% | +98.4% |
| 10Y | +257.4% | +45.3% | +212.1% | +188.4% |
| All | +282.5% | -31.9% | +314.4% | +208.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling