+142.3%
CCEP vs USFD
+207.9%
-65.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +1.8% | -0.2% | +1.9% | +1.8% |
| 30D | +12.2% | +12.3% | -0.2% | +8.0% |
| 3M | +10.7% | -0.7% | +11.4% | +10.7% |
| 6M | +27.5% | +31.3% | -3.8% | +16.3% |
| YTD | +31.3% | +45.7% | -14.4% | +14.7% |
| 1Y | +29.9% | +52.1% | -22.2% | +11.6% |
| 3Y | +111.1% | +158.2% | -47.1% | +44.7% |
| 5Y | +142.3% | +213.8% | -71.4% | +49.2% |
| All | +142.3% | +207.9% | -65.6% | +49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling