+238.1%
CCEP vs WU
-40.9%
+279.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.3% |
| 7D | -3.7% | -4.9% | +1.3% | -2.2% |
| 30D | -2.1% | -1.3% | -0.8% | -1.8% |
| 3M | +7.2% | -3.6% | +10.7% | +7.0% |
| 6M | +3.3% | -24.3% | +27.6% | +11.0% |
| YTD | +15.7% | -21.1% | +36.8% | +22.2% |
| 1Y | +16.6% | -10.3% | +26.9% | +17.1% |
| 3Y | +84.3% | -28.4% | +112.6% | +95.2% |
| 5Y | +109.0% | -51.2% | +160.2% | +154.0% |
| 10Y | +238.1% | -39.6% | +277.8% | +279.0% |
| All | +238.1% | -40.9% | +279.0% | +279.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling