+148.2%
CCEP vs USFD
+188.3%
-40.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +2.6% | +3.0% | -0.4% | +1.5% |
| 30D | +15.1% | +11.1% | +4.1% | +11.3% |
| 3M | +7.3% | -0.3% | +7.6% | +7.2% |
| 6M | +23.4% | +15.9% | +7.5% | +17.2% |
| YTD | +29.4% | +41.6% | -12.2% | +14.3% |
| 1Y | +34.2% | +49.4% | -15.2% | +16.2% |
| 3Y | +108.4% | +157.8% | -49.5% | +43.3% |
| All | +148.2% | +188.3% | -40.1% | +58.3% |
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