+107.2%
CCEP vs S
-71.4%
+178.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.1% |
| 7D | -3.1% | -7.7% | +4.6% | -2.6% |
| 30D | -2.6% | -5.3% | +2.7% | -2.4% |
| 3M | +14.9% | +20.3% | -5.3% | +13.2% |
| 6M | +2.3% | +47.4% | -45.1% | -1.0% |
| YTD | +17.8% | +32.5% | -14.7% | +14.8% |
| 1Y | +24.2% | +9.5% | +14.7% | +22.4% |
| 3Y | +84.7% | +15.5% | +69.2% | +77.1% |
| All | +107.2% | -71.4% | +178.6% | +115.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling