+110.4%
CCEP vs USFD
+159.7%
-49.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.1% | +1.9% |
| 7D | +5.7% | +3.9% | +1.8% | +4.8% |
| 30D | +15.3% | +10.7% | +4.6% | +12.8% |
| 3M | +8.0% | +6.3% | +1.7% | +6.4% |
| 6M | +26.7% | +16.2% | +10.5% | +22.4% |
| YTD | +30.7% | +41.9% | -11.2% | +21.3% |
| 1Y | +36.5% | +44.2% | -7.6% | +26.2% |
| All | +110.4% | +159.7% | -49.2% | +68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling