+110.5%
CCEP vs WU
-20.5%
+131.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.1% |
| 7D | +5.4% | +11.0% | -5.7% | +3.9% |
| 30D | +12.8% | +13.4% | -0.6% | +10.9% |
| 3M | +10.9% | +2.2% | +8.6% | +10.3% |
| 6M | +25.6% | -18.2% | +43.8% | +28.1% |
| YTD | +31.0% | -18.3% | +49.3% | +33.3% |
| 1Y | +32.3% | -12.2% | +44.4% | +33.0% |
| 3Y | +110.5% | -20.8% | +131.3% | +111.2% |
| All | +110.5% | -20.5% | +131.0% | +111.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling