+129.7%
CCEP vs S
-52.7%
+182.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.1% |
| 7D | +2.6% | -13.4% | +16.0% | +3.3% |
| 30D | +15.1% | -14.0% | +29.1% | +16.0% |
| 3M | +7.3% | +4.9% | +2.4% | +6.5% |
| 6M | +23.4% | +42.0% | -18.6% | +19.9% |
| YTD | +29.4% | +45.1% | -15.7% | +25.1% |
| 1Y | +34.2% | +33.1% | +1.2% | +30.4% |
| 3Y | +108.4% | +40.6% | +67.7% | +97.2% |
| 5Y | +147.3% | -67.5% | +214.7% | +148.7% |
| All | +129.7% | -52.7% | +182.3% | +131.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling