+406.2%
CCEP vs WING
+672.3%
-266.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.4% |
| 7D | +1.8% | -0.5% | +2.3% | +1.8% |
| 30D | +12.2% | +32.3% | -20.1% | +8.8% |
| 3M | +10.7% | +50.2% | -39.5% | +5.6% |
| 6M | +27.5% | +31.7% | -4.2% | +22.8% |
| YTD | +31.3% | -29.6% | +61.0% | +33.7% |
| 1Y | +29.9% | -29.7% | +59.6% | +32.1% |
| 3Y | +111.1% | -19.8% | +130.9% | +103.7% |
| 5Y | +142.3% | +3.1% | +139.3% | +118.8% |
| 10Y | +335.5% | +682.9% | -347.4% | +198.5% |
| All | +406.2% | +672.3% | -266.1% | +237.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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