+281.0%
CCEP vs USFD
+329.0%
-48.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.8% | -3.0% |
| 7D | -3.1% | -3.0% | -0.1% | -2.1% |
| 30D | -2.6% | +3.5% | -6.1% | -3.8% |
| 3M | +14.9% | +26.6% | -11.6% | +6.2% |
| 6M | +2.3% | +11.7% | -9.4% | -1.8% |
| YTD | +17.8% | +38.1% | -20.3% | +5.0% |
| 1Y | +24.2% | +33.4% | -9.2% | +11.6% |
| 3Y | +84.7% | +155.8% | -71.1% | +30.9% |
| 5Y | +103.2% | +214.0% | -110.8% | +31.1% |
| 10Y | +257.4% | +320.4% | -63.0% | +96.8% |
| All | +281.0% | +329.0% | -48.0% | +111.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling