+110.5%
CCEP vs WCN
+48.9%
+61.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | +5.4% | +2.6% | +2.8% | +4.6% |
| 30D | +12.8% | +25.3% | -12.6% | +5.6% |
| 3M | +10.9% | +15.2% | -4.4% | +6.2% |
| 6M | +25.6% | +26.4% | -0.8% | +17.0% |
| YTD | +31.0% | +9.9% | +21.1% | +27.0% |
| 1Y | +32.3% | +16.2% | +16.1% | +25.4% |
| 3Y | +110.5% | +49.4% | +61.1% | +97.6% |
| All | +110.5% | +48.9% | +61.6% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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