+132.4%
CCEP vs S
-48.9%
+181.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +8.0% | -6.9% | +0.7% |
| 7D | +1.7% | +1.6% | +0.1% | +1.5% |
| 30D | +12.7% | -10.5% | +23.2% | +13.2% |
| 3M | +8.5% | +9.9% | -1.4% | +7.4% |
| 6M | +25.6% | +41.8% | -16.2% | +22.1% |
| YTD | +30.9% | +56.8% | -25.9% | +26.0% |
| 1Y | +32.0% | +39.0% | -7.0% | +28.0% |
| 3Y | +110.9% | +53.8% | +57.1% | +98.5% |
| 5Y | +138.5% | -68.6% | +207.0% | +140.0% |
| All | +132.4% | -48.9% | +181.2% | +133.0% |
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