+343.1%
CCEP vs USFD
+359.9%
-16.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +2.1% | +1.7% | +0.4% | +1.5% |
| 30D | +10.6% | +10.2% | +0.4% | +7.1% |
| 3M | +10.3% | -1.5% | +11.8% | +10.7% |
| 6M | +31.1% | +27.3% | +3.7% | +20.6% |
| YTD | +32.1% | +44.0% | -11.9% | +15.9% |
| 1Y | +32.8% | +50.4% | -17.5% | +14.6% |
| 3Y | +111.3% | +153.6% | -42.2% | +50.1% |
| 5Y | +147.5% | +219.0% | -71.5% | +58.9% |
| All | +343.1% | +359.9% | -16.9% | +133.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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