+110.9%
CCEP vs USFD
+167.5%
-56.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.1% | -1.9% | +0.5% |
| 7D | +1.7% | +3.9% | -2.3% | +0.7% |
| 30D | +12.7% | +12.8% | -0.1% | +9.8% |
| 3M | +8.5% | +1.0% | +7.5% | +8.0% |
| 6M | +25.6% | +30.3% | -4.7% | +18.7% |
| YTD | +30.9% | +46.0% | -15.0% | +20.8% |
| 1Y | +32.0% | +49.6% | -17.7% | +21.1% |
| 3Y | +110.9% | +166.3% | -55.3% | +71.5% |
| All | +110.9% | +167.5% | -56.6% | +71.5% |
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