+87.9%
CCEP vs WCC
+131.2%
-43.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.9% | -7.0% | -3.2% |
| 7D | -3.1% | +4.5% | -7.5% | -3.2% |
| 30D | -2.6% | -5.8% | +3.2% | -2.4% |
| 3M | +14.9% | -3.7% | +18.6% | +15.0% |
| 6M | +2.3% | +23.1% | -20.8% | +0.6% |
| YTD | +17.8% | +44.2% | -26.3% | +15.0% |
| 1Y | +24.2% | +62.1% | -37.9% | +20.2% |
| All | +87.9% | +131.2% | -43.3% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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