+1,546.2%
CCEP vs WU
-19.6%
+1,565.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.8% |
| 7D | -3.1% | -0.8% | -2.2% | -2.8% |
| 30D | -2.6% | -1.1% | -1.5% | -2.3% |
| 3M | +14.9% | -3.9% | +18.8% | +14.8% |
| 6M | +2.3% | -20.7% | +22.9% | +8.5% |
| YTD | +17.8% | -18.4% | +36.2% | +23.4% |
| 1Y | +24.2% | -8.1% | +32.3% | +24.1% |
| 3Y | +84.7% | -24.2% | +108.9% | +92.3% |
| 5Y | +103.2% | -50.4% | +153.6% | +141.7% |
| 10Y | +257.4% | -40.0% | +297.4% | +286.4% |
| All | +1,546.2% | -19.6% | +1,565.8% | +1,325.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling