+343.1%
CCEP vs Z
-16.5%
+359.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.5% | -2.1% | +1.0% |
| 7D | +2.1% | +0.8% | +1.3% | +2.0% |
| 30D | +10.6% | +5.2% | +5.4% | +9.7% |
| 3M | +10.3% | -17.0% | +27.4% | +12.2% |
| 6M | +31.1% | -22.7% | +53.7% | +34.0% |
| YTD | +32.1% | -56.3% | +88.4% | +43.1% |
| 1Y | +32.8% | -57.7% | +90.5% | +44.2% |
| 3Y | +111.3% | -16.5% | +127.9% | +105.8% |
| 5Y | +147.5% | -53.4% | +200.9% | +149.7% |
| All | +343.1% | -16.5% | +359.5% | +274.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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